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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Spelling suggestions: "subject:"0ptimal portfolio problem"" "subject:"aptimal portfolio problem""

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On the design of customized risk measures in insurance, the problem of capital allocation and the theory of fluctuations for Lévy processes

Omidi Firouzi, Hassan 12 1900 (has links)
No description available.
Allocation de capital
Processus càdlàg
Problème de portefeuille optimal
Processus Jump-Diffusion
Drawdown
Vitesse d’épuisement
Coherent and convex risk measure
Capital allocation
Multivariate data-based risk measures
Càdlàg Process
Optimal portfolio problem
Jump-Diffusion processes
Spectrally negative Lévy process
Speed of depletion

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