Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns.

Ke-Ang Fu Huijie Li

Published in: J. Comput. Appl. Math. (2016)

Keyphrases

mathematical model
probabilistic model
probability distribution
theoretical analysis
statistical model
computational model
formal model
genetic algorithm
high level
theoretical framework
reinforcement learning
prior knowledge
em algorithm
experimental data
stochastic programming