Stochastic optimization for the ruin probability

DOI10.1002/PAMM.200310305MaRDI QIDQ2955046zbMATH OpenOpenAlexFDO

Authors Manfred Schäl

Publication date 25 January 2017

Published in PAMM (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/pamm.200310305

Mathematics Subject Classification ID

Dynamic programming (90C39) Stochastic programming (90C15)

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