A Hybrid estimate for the finitetTime ruin probability in a bivariate autoregressive risk model with application to portfolio optimization

Collection: Articles
Title: A Hybrid estimate for the finitetTime ruin probability in a bivariate autoregressive risk model with application to portfolio optimization / Qihe Tang, Zhongyi Yuan
Author: Tang, Qihe
Related records: En: North American actuarial journal. - Schaumburg : Society of Actuaries, 1997- = ISSN 1092-0277. - 15/10/2012 Tomo 16 Número 3 - 2012
Other categories: 1
Rights: In Copyright (InC): http://rightsstatements.org/vocab/InC/1.0/
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