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Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion

Authors :
Yu Yuan
Zhibin Liang
Xia Han
Source :
Mathematical Methods of Operations Research. 96:259-290
Publication Year :
2022
Publisher :
Springer Science and Business Media LLC, 2022.

Details

ISSN :
14325217 and 14322994
Volume :
96
Database :
OpenAIRE
Journal :
Mathematical Methods of Operations Research
Accession number :
edsair.doi...........a66d1fb7edf75f642562c27b4f77c868