Optimal investment strategy for insurers under linear constraint (Q3014560)
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scientific article; zbMATH DE number 5926323
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal investment strategy for insurers under linear constraint |
scientific article; zbMATH DE number 5926323 |
Statements
19 July 2011
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insurance portfolios
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ruin probability
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dynamic programming
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the optimal investment policy
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0.8299493193626404
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0.8282472491264343
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0.8180826902389526
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0.8145238757133484
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0.8093047738075256
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