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Ambiguity aversion
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Decision under uncertainty
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Hamilton-Jacobi-Bellman equation
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Mathematical methods of operations research : ZOR
Insurance / Mathematics & economics
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Scandinavian actuarial journal
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European journal of operational research : EJOR
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Mathematical methods of operations research
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Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion
Yuan, Yu
;
Liang, Zhibin
;
Han, Xia
- In:
Mathematical methods of operations research : ZOR
96
(
2022
)
2
,
pp. 259-290
Persistent link: https://www.econbiz.de/10013455032
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