Exponential utility and ruin constraints (Q3346033)
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scientific article; zbMATH DE number 3880379
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Exponential utility and ruin constraints |
scientific article; zbMATH DE number 3880379 |
Statements
Exponential utility and ruin constraints (English)
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1984
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buying price equation
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exponential utility
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probability of ruin
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utility parameter assessment
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0.7513356804847717
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0.7507734298706055
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0.7368642091751099
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0.7307934761047363
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