Optimal strategies in a risk selection investment model (Q4507956)
From MaRDI portal
scientific article; zbMATH DE number 1515471
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal strategies in a risk selection investment model |
scientific article; zbMATH DE number 1515471 |
Statements
Optimal strategies in a risk selection investment model (English)
0 references
9 May 2002
0 references
stochastic investment model
0 references
controlled risk process
0 references
risk selection
0 references
ruin probability
0 references
minimal expected ruin time
0 references
dynamic programming
0 references
optimal strategy
0 references
cautions strategy
0 references
