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Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle.

Ken Seng TanPengyu WeiWei WeiSheng Chao Zhuang
Published in: Eur. J. Oper. Res. (2020)
Keyphrases
  • absolute deviation
  • dynamic environments
  • optimal solution
  • dynamic programming
  • supply chain
  • response time
  • mathematical model