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dc.contributor.authorHult, H.en_US
dc.contributor.authorLindskog, F.en_US
dc.date.accessioned2007-11-09T21:05:55Z
dc.date.available2007-11-09T21:05:55Z
dc.date.issued2006-01en_US
dc.identifier.citation1441en_US
dc.identifier.urihttps://hdl.handle.net/1813/9313
dc.description.abstractHeavy-Tailed Insurance Portfolios: Buffer Capital and Ruin Probabilitiesen_US
dc.format.extent247379 bytes
dc.format.mimetypeapplication/pdf
dc.language.isoen_USen_US
dc.publisherCornell University Operations Research and Industrial Engineeringen_US
dc.subjectOperations Researchen_US
dc.subjectIndustrial Engineeringen_US
dc.subjecttechnical reporten_US
dc.subjectMarkov decision processen_US
dc.subjectaverage cost per unit timeen_US
dc.subjectoptimality inequalityen_US
dc.subjectoptimal policyen_US
dc.subjectinventory controlen_US
dc.titleHeavy-Tailed Insurance Portfolios: Buffer Capital and Ruin Probabilitiesen_US
dc.typetechnical reporten_US


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