Ruin problems for a discrete time risk model with random interest rate.
Hailiang YangLihong ZhangPublished in: Math. Methods Oper. Res. (2006)
Keyphrases
- risk assessment
- computational model
- neural network
- high level
- probabilistic model
- mathematical model
- management system
- optimization problems
- parameter estimation
- markov processes
- data sets
- prediction model
- decision problems
- experimental data
- statistical model
- linear programming
- reinforcement learning
- similarity measure
- decision trees