Optimal investment with multiple risky assets for an insurer with modified periodic risk process
type: Item
instance of: scholarly article
title: Optimal investment with multiple risky assets for an insurer with modified periodic risk process
zbMATH Open document ID: 1372.91099
author: Hui Zhao
author: Ximin Rong
published in: Journal of Systems Science and Complexity
publication date: 2015-09-25T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 6485592
zbMATH Keywords: adjustment coefficient
zbMATH Keywords: modified periodic risk model
zbMATH Keywords: multiple risky assets
zbMATH Keywords: optimal investment
zbMATH Keywords: ruin probability
MaRDI profile type: Publication
full work available at URL: s11424-014-2176-z
OpenAlex ID: W1998302853
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DOI: 10.1007/S11424-014-2176-Z
description: scientific article; zbMATH DE number 6485592