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Robust optimal reinsurance in minimizing the penalized expe..:
Yuan, Yu
;
Liang, Zhibin
;
Han, Xia
Journal of Computational and Applied Mathematics. 420 (2023) - p. 114816 , 2023
Link:
https://doi.org/10.1016/j.cam.2022.114816
RT Journal T1 <Title>Robust optimal reinsurance in minimizing the penalized expected time to reach a goal</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.cam.2022.114816&Exemplar=1&LAN=DE A1 Yuan, Yu A1 Liang, Zhibin A1 Han, Xia PB Elsevier BV YR 2023 SN 0377-0427 JF Journal of Computational and Applied Mathematics VO 420 SP 114816 LK http://dx.doi.org/https://doi.org/10.1016/j.cam.2022.114816 DO https://doi.org/10.1016/j.cam.2022.114816 SF ELIB - SuUB Bremen
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