Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return.
Yang YangZhimin ZhangTao JiangDongya ChengPublished in: J. Comput. Appl. Math. (2015)
Keyphrases
- stochastic model
- management system
- statistical model
- parameter estimation
- computational model
- expected values
- formal model
- mathematical model
- probabilistic model
- high level
- probability distribution
- social networks
- prior knowledge
- experimental data
- objective function
- risk assessment
- bayesian networks
- stochastic processes
- portfolio optimization