The Optimal Insurance Policy for the General Fixed Cost of Handling an Indemnity under Rank-Dependent Expected Utility.
Liurui DengPublished in: J. Appl. Math. (2015)
Keyphrases
- expected utility
- fixed cost
- decision theoretic
- pareto optimal
- infinite horizon
- optimal strategy
- special case
- single product
- utility function
- ordering cost
- decision theory
- finite horizon
- optimal solution
- optimal control
- optimal policy
- influence diagrams
- total cost
- dynamic programming
- multi objective
- multiple objectives
- mixed integer programming
- asymptotically optimal