Mixed models for optimal saving with labor income risk and interest-rate risk.
Irina GeorgescuPublished in: Soft Comput. (2022)
Keyphrases
- probabilistic model
- statistical models
- risk assessment
- risk management
- conditional expectation
- case study
- early warning
- computational models
- cumulative prospect theory
- risk neutral
- minimum risk
- worst case
- data mining
- information technology
- complex systems
- accurate models
- data sets
- neural network
- optimal solution
- risk measures
- investment strategies
- risk averse
- portfolio management
- lower bound
- parametric models
- mathematical models
- dynamic programming
- closed form