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Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion
- Source :
- Mathematical Methods of Operations Research. 96:259-290
- Publication Year :
- 2022
- Publisher :
- Springer Science and Business Media LLC, 2022.
- Subjects :
- General Mathematics
Management Science and Operations Research
Software
Subjects
Details
- ISSN :
- 14325217 and 14322994
- Volume :
- 96
- Database :
- OpenAIRE
- Journal :
- Mathematical Methods of Operations Research
- Accession number :
- edsair.doi...........a66d1fb7edf75f642562c27b4f77c868