Minimizing upper bound of ruin probability under discrete risk model with Markov chain interest rate (Q5259095)
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scientific article; zbMATH DE number 6449750
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| English | Minimizing upper bound of ruin probability under discrete risk model with Markov chain interest rate |
scientific article; zbMATH DE number 6449750 |
Statements
Minimizing Upper Bound of Ruin Probability Under Discrete Risk Model with Markov Chain Interest Rate (English)
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24 June 2015
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discrete risk model
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interest rate
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Markov chain
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optimal investment
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ruin probability
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stochastic return
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martingales
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0.8501853346824646
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0.8401344418525696
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0.8388894200325012
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