A marginal indemnity function approach to optimal reinsurance under the Vajda condition.

Tim J. Boonen Wenjun Jiang

Published in: Eur. J. Oper. Res. (2022)

Keyphrases

piecewise linear
lp norm
single parameter
sufficient conditions
learning algorithm
scaling factors
random variables
optimality criterion
control policy
asymptotically optimal
optimal strategy
real time
probability distribution
probabilistic model
database systems
information retrieval
machine learning