Login / Signup

Expected discounted penalty function for a phase-type risk model with stochastic return on investment and random observation periods.

Wenyan ZhuoHonglin YangXu Chen
Published in: Kybernetes (2018)
Keyphrases
  • return on investment
  • probabilistic model
  • objective function
  • cost function
  • search algorithm
  • constrained optimization
  • risk assessment