Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment.

Xiuchun Bi Shuguang Zhang

Published in: J. Syst. Sci. Complex. (2015)

Keyphrases

mathematical model
computational model
high level
information retrieval
probabilistic model
management system
formal model
risk assessment
feature selection
multiscale
artificial neural networks
cost function
theoretical framework
investment decisions
financial risk