The expected discounted penalty function under a renewal risk model with stochastic income.

Yongxia Zhao Chuancun Yin

Published in: Appl. Math. Comput. (2012)

Keyphrases

probabilistic model
decision making
objective function
em algorithm
computational model
prior knowledge
probability distribution
management system
mathematical model
monte carlo
conceptual model
constrained optimization
risk assessment
stochastic process