A note on optimal insurance risk control with multiple reinsurers.

Hui Meng Tak Kuen Siu Hailiang Yang

Published in: J. Comput. Appl. Math. (2017)

Keyphrases

risk management
optimal control
conditional expectation
optimal solution
control system
worst case
control policy
optimal portfolio
real time
portfolio selection
control problems
risk analysis
risk factors
control method
control strategy
data acquisition
expert systems
case study