Keyphrases
Actuarial Modelling
8%
Bounded Random Variable
15%
Discrete-time Markov Chain
12%
Distorted Probabilities
25%
Dynamic Portfolio Optimization
25%
Dynamic Programming
25%
Dynamic Programming Algorithm
12%
Essentially Bounded Functions
5%
Expected Value Criterion
50%
Faculty Development
25%
Financial Mathematics
50%
Fixed Probability
50%
Grant Program
25%
Historical Data
50%
Knightian Uncertainty
50%
Model Ambiguity
50%
Optimal Policy
12%
Performance Criteria
50%
Performance Measures
50%
Portfolio Optimization
12%
Probability Distortion
12%
Probability Distribution
50%
Probability Measure
50%
Probability Operators
25%
Random Mobility
50%
Regularity Principle
50%
Risk Averseness
50%
Risk-averse
50%
Robust Approach
50%
Robust Optimal Control
12%
Socio-economic Crisis
25%
Stochastic Control
50%
Time Inconsistency
12%
Underlying Stocks
12%
Utility Function
50%
INIS
algorithms
8%
applications
8%
availability
8%
chains
8%
compacts
8%
computerized simulation
13%
control
50%
cost
8%
data
16%
distribution
16%
dynamic programming
25%
dynamics
66%
economics
25%
grants
8%
markov process
8%
mathematics
50%
multivariate analysis
25%
numerical analysis
8%
optimal control
8%
optimization
33%
performance
50%
policy
8%
power
8%
probability
65%
randomness
29%
risks
100%
solutions
8%
space
19%
stochastic processes
50%
stocks
8%
time dependence
8%
units
7%
utilities
41%
values
65%
volatility
25%
Mathematics
Chebyshev Inequality
8%
Classical Approach
50%
Compact Set
12%
Continuous Time
12%
Dimensional Case
8%
Discrete Time
12%
Explicit Solution
12%
Exponential Utility
12%
Financial Mathematics
50%
Gaussian Mixture Model
8%
Historical Data
50%
Marginals
8%
Numerical Analysis
12%
Numerical Simulation
24%
Optimal Control Theory
12%
Optimal Policy
12%
Performance Measure
50%
Probability Distribution
50%
Probability Measure
57%
Probability Theory
25%
Random Variable
10%
Risk Level
16%
Risk Measure
41%
Robust Test
50%
Stochastics
50%
Supremum
7%
Tail Event
8%
Time Markov Chain
12%
Unit Interval
7%
Utility Function
62%
Utility Maximization
25%
Value at Risk
32%
Variance
8%