An optimization approach to adaptive multi-dimensional capital management
Year of publication: |
2019
|
---|---|
Authors: | Delsing, G. A. ; Mandjes, Michel ; Spreij, P. J. C. ; Winands, E. M. M. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 84.2019, p. 87-97
|
Subject: | Ruin probability | Insurance risk | Bayesian statistics | Optimal allocation | Multi-dimensional risk process | Theorie | Theory | Risikomodell | Risk model | Wahrscheinlichkeitsrechnung | Probability theory | Portfolio-Management | Portfolio selection | Risiko | Risk | Bayes-Statistik | Bayesian inference |
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