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المؤلفون: Maikol Diasparra, Rosario Romera
المصدر: Journal of Applied Probability. 46:99-112
مصطلحات موضوعية: Statistics and Probability, Risk of ruin, Markov chain, General Mathematics, media_common.quotation_subject, 010102 general mathematics, Markov process, Ruin theory, 01 natural sciences, Interest rate, 010104 statistics & probability, symbols.namesake, Probability theory, symbols, Econometrics, Applied mathematics, 0101 mathematics, Statistics, Probability and Uncertainty, First-hitting-time model, Gambler's ruin, media_common, Mathematics
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::09cb3b86d947f0abb090967fcbed5e51
https://doi.org/10.1239/jap/1238592119 -
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المؤلفون: Rosario Romera, Wolfgang J. Runggaldier
المصدر: Systems & Control: Foundations & Applications ISBN: 9780817683368
مصطلحات موضوعية: Reinsurance, Mathematical optimization, symbols.namesake, Optimization problem, Actuarial science, Financial market, symbols, Markov process, Business, Decision problem, Investment policy, Investment (macroeconomics), Ruin theory
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::4a47e77d51b916ff6a2e8dc5210a7e69
https://doi.org/10.1007/978-0-8176-8337-5_14 -
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المؤلفون: Wolfgang J. Runggaldier, Rosario Romera
المساهمون: Universidad Carlos III de Madrid. Departamento de Estadística
المصدر: e-Archivo. Repositorio Institucional de la Universidad Carlos III de Madrid
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J. Appl. Probab. 49, no. 4 (2012), 954-966مصطلحات موضوعية: Reinsurance, Statistics and Probability, Process (engineering), General Mathematics, Mathematics::Optimization and Control, Estadística, 01 natural sciences, Task (project management), Lundberg’s inequality, 010104 statistics & probability, 60J28, Risk process, 0101 mathematics, Mathematics, Actuarial science, optimal reinsurance and investment, 010102 general mathematics, Financial market, 93E20, Investment (macroeconomics), Ruin theory, Investment policy, semi-Markov process, Lundberg-type bound, Exponential function, 91B30, Statistics, Probability and Uncertainty, Reinsurance and investment, Mathematical economics
وصف الملف: application/pdf
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6ccfa9b57612cf8ecbe852b418e0fb28
https://hdl.handle.net/10016/9282 -
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المؤلفون: Rosario Romera, Maikol Diasparra
مصطلحات موضوعية: Information Systems and Management, General Computer Science, Ruin probability, Mathematics::Optimization and Control, Management Science and Operations Research, Lundberg`s, Industrial and Manufacturing Engineering, Nonlinear Sciences::Adaptation and Self-Organizing Systems, Proportional reinsurance, Mathematics::Probability, Computer Science::Systems and Control, Risk process, Econometrics, Applied mathematics, Risk management, Mathematics, Risk of ruin, Markov chain, business.industry, Ruin theory, Integral equation, Discrete time and continuous time, Modeling and Simulation, First-hitting-time model, business, Constant (mathematics)
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::02d8455a08abf1c9bbe5db6c88d079ce
http://e-archivo.uc3m.es/bitstream/handle/10016/4391/ws093513.pdf?sequence=1