Some optimization problems for the risk model with dependence structure

来源 :上海交通大学 | 被引量 : 0次 | 上传用户：pommylo

【摘要】

：

In this talk,I will give some kinds of risk model with dependence structure,and some criteria under which we discuss the optimization problems.

【作者】

：

Zhibin Liang Caibin Zhang Kam Chuen Yuen

【机构】

：

School of Mathematical Sciences and Institute of Finance and Statistics,Nanjing Normal University,Ji

【出处】

：

上海交通大学

【发表日期】

：

2016年4期

【关键词】

：

Hamilton-Jacobi-Bellman equation Dependence structure Investment Proportional re

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　　In this talk,I will give some kinds of risk model with dependence structure,and some criteria under which we discuss the optimization problems.

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Some optimization problems for the risk model with dependence structure

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