Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin (Q4881518)
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scientific article; zbMATH DE number 885709
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| English | Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin |
scientific article; zbMATH DE number 885709 |
Statements
Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin (English)
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15 July 1996
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uncontrollable stochastic cash flow
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random risk process
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probability of ruin
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investment strategies
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0.8302385807037354
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0.816926121711731
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0.8162652254104614
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