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Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion.
Yu Yuan
Zhibin Liang
Xia Han
Published in:
Math. Methods Oper. Res. (2022)
Keyphrases
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special case
probability distribution
case study
data sets
multiscale
lower bound
loss function
closely related
machine learning
decision making
website
image segmentation
least squares
decision makers