Moment and polynomial bounds for ruin-related quantities in risk theory
Year of publication: |
2022
|
---|---|
Authors: | He, Yue ; Kawai, Reiichiro |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 302.2022, 3 (1.11.), p. 1255-1271
|
Subject: | Expected dividends | Finite-time ruin | Mathematical programming | Optimal investment | Risk analysis | Theorie | Theory | Risiko | Risk | Mathematische Optimierung | Portfolio-Management | Portfolio selection | Dividende | Dividend | Risikomaß | Risk measure |
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