Optimal Insurance Strategy in the Individual Risk Model under a Stochastic Constraint on the Value of the Final Capital.
A. Yu. GolubinV. N. GridinPublished in: Autom. Remote. Control. (2019)
Keyphrases
- dynamic programming
- computational model
- conceptual model
- probabilistic model
- statistical model
- mathematical model
- stochastic dynamic programming
- stochastic model
- experimental data
- monte carlo
- cost function
- high level
- theoretical analysis
- probability distribution
- optimal solution
- simulation model
- risk assessment
- image segmentation
- stochastic process
- decision making