Robust optimal reinsurance in minimizing the penalized expected time to reach a goal.

Yu Yuan Zhibin Liang Xia Han

Published in: J. Comput. Appl. Math. (2023)

Keyphrases

least squares
dynamic programming
optimal control
finding optimal
risk neutral
optimal solution
maximum likelihood
database
worst case
real time
data sets
case study
loss function
exhaustive search
optimal design
risk averse