An optimal reinsurance problem in the Cramér-Lundberg model.
Arian CaniStefan ThonhauserPublished in: Math. Methods Oper. Res. (2017)
Keyphrases
- management system
- objective function
- mathematical model
- probabilistic model
- information retrieval
- computational model
- theoretical analysis
- probability distribution
- d objects
- object model
- network structure
- theoretical framework
- parameter estimation
- em algorithm
- worst case
- dynamic programming
- data structure
- optimal solution
- decision trees