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Constrained monotone mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients.
Xiaomin Shi
Zuo Quan Xu
Published in:
Syst. Control. Lett. (2024)
Keyphrases
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probabilistic model
computational model
probability distribution
formal model
social networks
decision making
parameter estimation
mathematical model
cost function
upper bound
markov random field
linear combination