Control of ruin probabilities by discrete-time investments (Q814889)
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scientific article; zbMATH DE number 5004479
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Control of ruin probabilities by discrete-time investments |
scientific article; zbMATH DE number 5004479 |
Statements
Control of ruin probabilities by discrete-time investments (English)
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8 February 2006
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Ruin probability
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Optimal investment
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Financial market
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Dynamic programming
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Markov decision processes
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Optimal control
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