The following pages link to Alexander Glauner (Q1799629):
Displaying 6 items.
- Optimal risk allocation in reinsurance networks (Q1799630) (← links)
- Minimizing spectral risk measures applied to Markov decision processes (Q2238755) (← links)
- Markov decision processes with recursive risk measures (Q2242350) (← links)
- Q-Learning for Distributionally Robust Markov Decision Processes (Q5153603) (← links)
- Dynamic reinsurance in discrete time minimizing the insurer's cost of capital (Q5865315) (← links)
- Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures (Q5868933) (← links)
