Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk

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Cite
Chi, Yichun, et al. “Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk”. North American Actuarial Journal, vol. 26, no. 3, 2021, pp. 351-82, https://doi.org/10.1080/10920277.2021.1966805.
Chi, Y., Xu, Z. Q., & Zhuang, S. C. (2021). Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk. North American Actuarial Journal, 26(3), 351-382. https://doi.org/10.1080/10920277.2021.1966805
Chi Y, Xu ZQ, Zhuang SC. Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk. North American Actuarial Journal. 2021;26(3):351-82.
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Finance
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 American Economic Review
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Managing investment portfolios: A dynamic process 2007
Investments 1999
Transactions of the 16th International Congress of Actuaries 1960
Citations
Title Journal Journal Categories Citations Publication Date
Robust Risk Control With Reinsurance and CAT Bonds SSRN Electronic Journal 2023
Optimal allocation of policy limits in layer reinsurance treaties

 Probability in the Engineering and Informational Sciences
  • Technology: Technology (General): Industrial engineering. Management engineering: Information technology
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  • Science: Mathematics: Probabilities. Mathematical statistics
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  • Technology: Engineering (General). Civil engineering (General)
  • Technology: Engineering (General). Civil engineering (General)
 2022
Citations Analysis
Category Category Repetition
Technology: Technology (General): Industrial engineering. Management engineering: Information technology1
Technology: Manufactures: Production management. Operations management1
Science: Mathematics: Probabilities. Mathematical statistics1
Science: Mathematics1
Technology: Engineering (General). Civil engineering (General)1
The category Technology: Technology (General): Industrial engineering. Management engineering: Information technology 1 is the most commonly referenced area in studies that cite this article.