Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model
Year of publication: |
June 2016
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Authors: | Vernic, Raluca |
Published in: |
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1568-4539, ZDB-ID 2167798-0. - Vol. 15.2016, 2, p. 195-217
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Subject: | Fuzzy discrete-time insurance risk model | Fuzzy mean-variance portfolio optimization | Adaptive fuzzy number | Ruin | Risikomodell | Risk model | Fuzzy-Set-Theorie | Fuzzy sets | Portfolio-Management | Portfolio selection |
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