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Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion.

Yu YuanZhibin LiangXia Han
Published in: Math. Methods Oper. Res. (2022)
Keyphrases
  • 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