Optimal proportional reinsurance under dependent risks.

Fengqing Hu Kam Chuen Yuen

Published in: J. Syst. Sci. Complex. (2012)

Keyphrases

dynamic programming
optimal solution
risk management
worst case
globally optimal
optimal design
machine learning
learning algorithm
computer vision
decision making
artificial neural networks
minimum cost
risk analysis
finding optimal
inversely proportional