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

Sat, 01 Jan 2022 00:00:00 +0100

Yu Yuan , Zhibin Liang , Xia Han :
Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion. Math. Methods Oper. Res. 96(2): 259-290 (2022)