Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk.

Ming Qiu Zhuo Jin Shuanming Li

Published in: SIAM J. Control. Optim. (2022)

Keyphrases

optimal strategy
conditional expectation
dynamic programming
optimal solution
optimal control
risk neutral
finding optimal
risk analysis
expected cost
artificial intelligence
database
risk assessment
risk management
worst case
special case
active learning
risk averse
investment strategies
search algorithm