Alexander Glauner

Available identifiers

zbMath Open glauner.alexanderMaRDI QIDQ1799629

List of research outcomes

Publication	Date of Publication	Type
Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures	2022-09-26	Paper
Dynamic reinsurance in discrete time minimizing the insurer's cost of capital	2022-06-13	Paper
Markov decision processes with recursive risk measures	2021-11-09	Paper
Minimizing spectral risk measures applied to Markov decision processes	2021-11-02	Paper
Q-learning for distributionally robust Markov decision processes	2021-09-30	Paper
Optimal risk allocation in reinsurance networks	2018-10-19	Paper

Research outcomes over time

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