Based on Symmetric Jump Risk Market: Study on the Ruin Problem of a Risk Model with Liquid Reserves and Proportional Investment.
Chunwei WangShujing WangJiaen XuShaohua LiPublished in: Symmetry (2024)
Keyphrases
- risk assessment
- decision making
- computational model
- risk management
- investment decisions
- study proposes
- theoretical framework
- mathematical model
- portfolio optimization
- investment strategies
- market data
- statistical model
- statistical methods
- neural network
- regression analysis
- management system
- probability distribution
- key factors
- diffusion model
- high level
- chance constraints