Minimizing spectral risk measures applied to Markov decision processes
Nicole Bäuerle, Alexander Glauner
| Year of publication: |
2021
|
|---|---|
| Authors: | Bäuerle, Nicole ; Glauner, Alexander |
| Subject: | Risk-sensitive Markov decision process | Spectral risk measure | Dynamic reinsurance | Markov-Kette | Markov chain | Theorie | Theory | Risikomaß | Risk measure | Entscheidung | Decision | Risiko | Risk | Rückversicherung | Reinsurance | Messung | Measurement | Risikomanagement | Risk management |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00186-021-00746-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012618978