Control of ruin probabilities by discrete-time investments (Q814889)
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scientific article; zbMATH DE number 5004479
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Control of ruin probabilities by discrete-time investments |
scientific article; zbMATH DE number 5004479 |
Statements
Control of ruin probabilities by discrete-time investments (English)
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8 February 2006
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Ruin probability
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Optimal investment
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Financial market
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Dynamic programming
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Markov decision processes
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Optimal control
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0.8479874134063721
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0.8455796837806702
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0.8414629697799683
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0.8304731249809265
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0.8262823224067688
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