"Minimizing the penalized probability of drawdown for a general insurance ..."

Yu Yuan, Zhibin Liang, Xia Han (2022)

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DOI: 10.1007/S00186-022-00794-W

access: closed

type: Journal Article

metadata version: 2023-08-06

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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)

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