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

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<rdf:Description>
<dc:creator>Tang, Qihe</dc:creator>
<dc:date>2012-10-15</dc:date>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/140095.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">A Hybrid estimate for the finitetTime ruin probability in a bivariate autoregressive risk model with application to portfolio optimization</dc:title>
<dc:relation xml:lang="es">En: North American actuarial journal. - Schaumburg : Society of Actuaries, 1997- = ISSN 1092-0277. - 15/10/2012 Tomo 16 Número 3  - 2012 </dc:relation>
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