Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
An optimization approach to adaptive multi-dimensional capital management - MaRDI portal

An optimization approach to adaptive multi-dimensional capital management (Q1757615)

From MaRDI portal
scientific article
Language Label Description Also known as
English
An optimization approach to adaptive multi-dimensional capital management
scientific article

    Statements

    title
    An optimization approach to adaptive multi-dimensional capital management (English)
    0 references
    author
    G. A. Delsing
    0 references
    P. J. C. Spreij
    0 references
    M. R. H. Mandjes
    0 references
    Erik M. M. Winands
    0 references
    publication date
    15 January 2019
    0 references
    Mathematics Subject Classification ID
    91B30
    0 references
    62P05
    0 references
    62F15
    0 references
    zbMATH DE Number
    7001793
    0 references
    zbMATH Keywords
    ruin probability
    0 references
    insurance risk
    0 references
    Bayesian statistics
    0 references
    optimal allocation
    0 references
    multi-dimensional risk process
    0 references
    OpenAlex ID
    W2896144455
    0 references
    arXiv ID
    1812.08435
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1757615&oldid=36461798"
    Powered by MediaWiki