Robust optimal reinsurance in minimizing the penalized expected time to reach a goal.

Sun, 01 Jan 2023 00:00:00 +0100

Yu Yuan , Zhibin Liang, Xia Han:
Robust optimal reinsurance in minimizing the penalized expected time to reach a goal. J. Comput. Appl. Math. 420: 114816 (2023)