An optimization approach to adaptive multi-dimensional capital management
G.A. Delsing, M.R.H. Mandjes, P.J.C. Spreij, E.M.M. Winands
| Year of publication: |
2019
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|---|---|
| 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
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| Subject: | Ruin probability | Insurance risk | Bayesian statistics | Optimal allocation | Multi-dimensional risk process | Theorie | Theory | Risiko | Risk | Risikomodell | Risk model | Wahrscheinlichkeitsrechnung | Probability theory | Risikomanagement | Risk management | Bayes-Statistik | Bayesian inference | Portfolio-Management | Portfolio selection | Versicherung | Insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2018.10.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011990447