Optimal investment with multiple risky assets for an insurer with modified periodic risk process (Q498092)
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scientific article; zbMATH DE number 6485592
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| English | Optimal investment with multiple risky assets for an insurer with modified periodic risk process |
scientific article; zbMATH DE number 6485592 |
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Optimal investment with multiple risky assets for an insurer with modified periodic risk process (English)
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25 September 2015
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adjustment coefficient
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modified periodic risk model
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multiple risky assets
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optimal investment
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ruin probability
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0.8613726496696472
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0.8506374359130859
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0.8406320214271545
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0.8355310559272766
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0.8123709559440613
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