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General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes.

Wenyuan WangXiaowen Zhou
Published in: J. Appl. Probab. (2018)
Keyphrases
  • special case
  • positive and negative
  • global optimization
  • neural network
  • optimization algorithm
  • closely related
  • data mining
  • decision making
  • decision trees
  • optimization problems
  • optimization method
  • risk management