Discounted probability of exponential parisian ruin: Diffusion approximation.

Xiaoqing Liang Virginia R. Young

Published in: J. Appl. Probab. (2022)

Keyphrases

probability distribution
markov decision processes
optimal policy
neural network
real world
data mining
computer vision
artificial intelligence
feature selection
website
objective function
dynamic programming
decision makers
efficient computation
exponential size