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Optimal risk allocation in reinsurance networks
Bäuerle, Nicole; Glauner, Alexander - In: Insurance / Mathematics & economics 82 (2018), pp. 37-47
Persistent link: https://www.econbiz.de/10011929783
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Optimal dividend payout model with risk sensitive preferences
Bäuerle, Nicole; Jaśkiewicz, Anna - In: Insurance / Mathematics & economics 73 (2017), pp. 82-93
Persistent link: https://www.econbiz.de/10011702059
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Markov decision processes with recursive risk measures
Bäuerle, Nicole; Glauer, Alexander - In: European journal of operational research : EJOR 296 (2022) 3, pp. 953-966
Persistent link: https://www.econbiz.de/10013255611