Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance.

Xiaoqing Liang Virginia R. Young

Published in: SIAM J. Control. Optim. (2020)

Keyphrases

probability distribution
markov decision processes
dynamic programming
database
neural network
infinite horizon
database systems
cross entropy
conditional probabilities
optimal policy
genetic programming
state space
artificial neural networks
lower bound
data structure
feature selection
search engine
databases