Control of ruin probabilities by discrete-time investments
type: Item
instance of: scholarly article
title: Control of ruin probabilities by discrete-time investments
zbMATH Open document ID: 1101.93087
author: Manfred Schäl
published in: Mathematical Methods of Operations Research
publication date: 2006-02-08T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 90C40
zbMATH DE Number: 5004479
zbMATH Keywords: Ruin probability
zbMATH Keywords: Optimal investment
zbMATH Keywords: Financial market
zbMATH Keywords: Dynamic programming
zbMATH Keywords: Markov decision processes
zbMATH Keywords: Optimal control
MaRDI profile type: Publication
full work available at URL: s00186-005-0445-2
OpenAlex ID: W1992668155
DOI: 10.1007/S00186-005-0445-2
description: scientific article; zbMATH DE number 5004479