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]
@article{YuanLH23,
title = {Robust optimal reinsurance in minimizing the penalized expected time to reach a goal},
author = {Yu Yuan and Zhibin Liang and Xia Han},
year = {2023},
doi = {10.1016/j.cam.2022.114816},
url = {https://doi.org/10.1016/j.cam.2022.114816},
researchr = {https://researchr.org/publication/YuanLH23},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {420},
pages = {114816},
}