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Asymptotic and numerical analysis of the optimal investment strategy for an insurer

✍ Scribed by P. Emms; S. Haberman

Book ID
108153089
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
974 KB
Volume
40
Category
Article
ISSN
0167-6687

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Scheduling a set of n jobs on a single machine so as to minimize the completion time variance is a well-known NP-hard problem. In this paper, we propose a sequence, which can be constructed in O(n log n) time, as a solution for the problem. Our primary concern is to establish the asymptotical optima