Optimal control under uncertainty : application to the issue of CAT bonds
Nicolas Baradel
Year of publication: |
2024
|
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Authors: | Baradel, Nicolas |
Subject: | Bayesian filtering | Cat bonds | Hurricanes | Optimal control | Uncertainty | Risiko | Risk | Risikomodell | Risk model | Katastrophe | Disaster | Kontrolltheorie | Control theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Sturm | Storm | Anleihe | Bond | Stochastischer Prozess | Stochastic process | Insurance-Linked Securities | Insurance-linked securities |
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