Optimization methods for compound Poisson risk processes
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Publication:1280947
DOI10.1007/BF02742072zbMath0916.90064MaRDI QIDQ1280947
G. I. Lyubchenko, A. N. Nakonechnyi
Publication date: 15 March 1999
Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)
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Cites Work
- Optimization of risk processes
- Monte-Carlo estimate of the probability of ruin in a compound Poisson model of risk theory
- Iterative processes: A survey of convergence theory using Lyapunov second method
- Stochastic gradient processes: A survey of convergence theory using Lyapunov second method
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