Robust optimal reinsurance in minimizing the penalized expected time to reach a goal (Q2087514)
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scientific article; zbMATH DE number 7604639
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust optimal reinsurance in minimizing the penalized expected time to reach a goal |
scientific article; zbMATH DE number 7604639 |
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Robust optimal reinsurance in minimizing the penalized expected time to reach a goal (English)
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21 October 2022
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ambiguity aversion
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expected time
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reaching a goal
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stochastic optimal control
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Hamilton-Jacobi-Bellman equation
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robust optimal reinsurance
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