Olga Navickiene

Publication Activity (10 Years)

Years Active: 2018-2018
Publications (10 Years): 1

Top Topics

Portfolio Optimization

Dynamic Programming

Penalty Function

Top Venues

Publications

Olga Navickiene, Jonas Sprindys, Jonas Siaulys
The Gerber-Shiu Discounted Penalty Function for the Bi-Seasonal Discrete Time Risk Model. Informatica 29 (4) (2018)