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

Yu Yuan, Zhibin Liang, Xia Han. Robust optimal reinsurance in minimizing the penalized expected time to reach a goal. J. Computational Applied Mathematics, 420:114816, 2023. [doi]

Authors

Yu Yuan

This author has not been identified. Look up 'Yu Yuan' in Google

Zhibin Liang

This author has not been identified. Look up 'Zhibin Liang' in Google

Xia Han

This author has not been identified. Look up 'Xia Han' in Google