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Leonie Violetta Brinker
ORCID
Publication Activity (10 Years)
Years Active: 2022-2022
Publications (10 Years): 1
Top Topics
Long Run
Search Algorithm
Finding Optimal
Markov Decision Processes
Top Venues
J. Appl. Probab.
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Publications
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Leonie Violetta Brinker
,
Hanspeter Schmidli
Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance.
J. Appl. Probab.
59 (2) (2022)