Optimal Ratcheting of Dividends in Insurance.

Hansjörg Albrecher Pablo Azcue Nora Muler

Published in: SIAM J. Control. Optim. (2020)

Keyphrases

learning algorithm
optimal solution
worst case
database
genetic algorithm
exhaustive search
finding optimal
e learning
search algorithm
dynamic programming
optimal control
optimal design
asymptotically optimal