Robust reinsurance contracts with uncertainty about jump risk.

Duni Hu Shou Chen Hailong Wang

Published in: Eur. J. Oper. Res. (2018)

Keyphrases

risk measures
robust optimization
risk averse
supply chain
portfolio optimization
expected utility
neural network
data sets
decision makers
chance constraints
early warning
image noise
risk factors
uncertain data
markov chain
bayesian networks
case study
website
decision making
learning algorithm
genetic algorithm