Optimal strategies in a risk selection investment model

Keyphrases

• Optimal Strategy 100%
• Investment Model 100%
• Inter-arrival Time 100%
• Risk Selection 100%
• Renewal Process 33%
• Probability Measure 33%
• Concave Function 33%
• Decision Maker 33%
• Net Loss 33%
• Net Gain 33%
• Bankruptcy 33%
• Optimal Value Function 33%
• Hyperexponential 33%
• Two-point Distribution 33%
• Fixed Point Equation 33%
• Initial Capital 33%

Mathematics

• Optimal Strategy 100%
• Interarrival Time 100%
• Probability Theory 33%
• Stochastics 33%
• Fixed Points 33%
• Probability Measure 33%
• Concave Function 33%
• Function Value 33%
• Objective Function 33%
• Decision Maker 33%
• Point Equation 33%
• Initial Capital 33%
• Renewal Process 33%