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Robust H Infinity Control for a Premium Pricing Model With a Predefined Portfolio Strategy
Publisher: The American Society of Mechanical Engineers (ASME)
Abstract: In this paper, the robust Hinfinity (Hâˆ) control problem for a premium pricing process is investigated with parameters uncertainty. A previous model is modified by taking into account a predefined risky investment strategy. ...
Special Issue on Decision Making Under Risk and Uncertainty Using Systems and Control Theory Approach
Publisher: The American Society of Mechanical Engineers (ASME)
Abstract: A concerted effort was made to achieve broad thematic perspective and geographic representation. This special issue is intended to aid in increasing interest and expansion of the crossdisciplinary field of the quantification, ...
Toward Resilience to Nuclear Accidents: Financing Nuclear Liabilities via Catastrophe Risk Bonds
Publisher: The American Society of Mechanical Engineers (ASME)