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Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims.
Ming Cheng
Dimitrios G. Konstantinides
Dingcheng Wang
Published in:
Appl. Math. Comput. (2022)
Keyphrases
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computational model
decision making
artificial neural networks
management system
statistical model
formal model
neural network
high level
probability distribution
mathematical model
risk assessment
cost function
theoretical analysis
investment decisions
expected values
multivariate gaussian distribution