Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model
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Publication:1794832
DOI10.1007/s10700-015-9221-9zbMath1429.91285OpenAlexW1132354366MaRDI QIDQ1794832
Publication date: 16 October 2018
Published in: Fuzzy Optimization and Decision Making (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10700-015-9221-9
ruinadaptive fuzzy numberfuzzy discrete-time insurance risk modelfuzzy mean-variance portfolio optimization
Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10) Actuarial mathematics (91G05)
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