Moment and polynomial bounds for ruin-related quantities in risk theory
Yue He, Reiichiro Kawai
| Year of publication: |
2022
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|---|---|
| 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
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| Subject: | Expected dividends | Finite-time ruin | Mathematical programming | Optimal investment | Risk analysis | Risiko | Risk | Theorie | Theory | Mathematische Optimierung | Dividende | Dividend | Portfolio-Management | Portfolio selection | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2022.01.040 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013363852