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~isPartOf:"Mathematical methods of operations research : ZOR"
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Ambiguity aversion
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Decision under uncertainty
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Economics of insurance
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Entscheidung unter Unsicherheit
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Hamilton-Jacobi-Bellman equation
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Insurer and reinsurer
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Penalized probability of drawdown
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Mathematical methods of operations research : ZOR
Papers / arXiv.org
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Insurance / Mathematics & economics
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Mathematical methods of operations research
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Insurance: Mathematics and Economics
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Mathematics of operations research
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Stochastic Processes and their Applications
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Scandinavian actuarial journal
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Applied mathematical finance
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Computational Statistics
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International journal of theoretical and applied finance
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Mathematical Methods of Operations Research
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Finance and Stochastics
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European journal of operational research : EJOR
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Market microstructure and liquidity
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Sociale verzekering : Documentatie-orgaan van de Federatie van Bedrijfsverenigingen de Sociale Verzekeringsbank en de Vereeniging van Raden van Arbeid
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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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