Pages that link to "Item:Q1757373"
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The following pages link to Maximizing a robust goal-reaching probability with penalization on ambiguity (Q1757373):
Displaying 6 items.
- Robust optimal reinsurance in minimizing the penalized expected time to reach a goal (Q2087514) (← links)
- Robust optimal asset-liability management with penalization on ambiguity (Q2165793) (← links)
- Minimizing the probability of absolute ruin under ambiguity aversion (Q2234291) (← links)
- Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations (Q2332705) (← links)
- Robust optimal investment and reinsurance to minimize a goal-reaching probability with constrained control variables (Q2691507) (← links)
- REACHING A BEQUEST GOAL WITH LIFE INSURANCE: AMBIGUITY ABOUT THE RISKY ASSET'S DRIFT AND MORTALITY'S HAZARD RATE (Q5213444) (← links)
