Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility.
Hui MengPengyu WeiWanlu ZhangSheng Chao ZhuangPublished in: SIAM J. Financial Math. (2022)
Keyphrases
- worst case
- dynamic programming
- highly dynamic
- dynamic environments
- optimal design
- real world
- optimal solution
- dynamically changing
- artificial intelligence
- rational agents
- database
- finding optimal
- exhaustive search
- autonomous agents
- decision makers
- computational complexity
- decision making
- information retrieval
- machine learning
- neural network
- data sets