Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model
type: Item
instance of: scholarly article
title: Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model
zbMATH Open document ID: 1429.91285
author: Raluca Vernic
published in: Fuzzy Optimization and Decision Making
publication date: 2018-10-16T00:00:00Z
Mathematics Subject Classification ID: 91G05
Mathematics Subject Classification ID: 90C70
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6954981
zbMATH Keywords: fuzzy discrete-time insurance risk model
zbMATH Keywords: fuzzy mean-variance portfolio optimization
zbMATH Keywords: adaptive fuzzy number
zbMATH Keywords: ruin
MaRDI profile type: Publication
full work available at URL: s10700-015-9221-9
OpenAlex ID: W1132354366
cites work: Application of possibility theory to investment decisions
cites work: Q3560912
cites work: Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints
cites work: A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection
cites work: Fuzzy mean-variance-skewness portfolio selection models by interval analysis
cites work: Median value and median interval of a fuzzy number
cites work: A possibilistic approach to selecting portfolios with highest utility score
cites work: Fuzzy portfolio optimization. Theory and methods
cites work: The variance and covariance of fuzzy random variables and their applications
cites work: Mean-variance models for portfolio selection with fuzzy random returns
cites work: Mean-semivariance models for fuzzy portfolio selection
cites work: A review of credibilistic portfolio selection
cites work: Portfolio analysis. From probabilistic to credibilistic and uncertain approaches.
cites work: Determination of the portfolio selection for a property-liability insurance company
cites work: Multi-objective portfolio selection model with fuzzy random returns and a compromise approach-based genetic algorithm
cites work: A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns
cites work: Q5213703
cites work: Optimal Investment for an Insurer to Minimize Its Probability of Ruin
cites work: Fuzzy random variables
cites work: Portfolio selection based on fuzzy cross-entropy
cites work: A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization
cites work: On a fuzzy cash flow model with insurance applications
cites work: Fuzzy-like multiple objective decision making
cites work: The theory of fuzzy stochastic processes
cites work: On fuzzy portfolio selection problems
DOI: 10.1007/S10700-015-9221-9
description: scientific article; zbMATH DE number 6954981