Distributionally robust goal-reaching optimization in the presence of background risk

Yichun Chi, Zuo Quan Xu, Shenchao Zhuang (Corresponding Author)

Research output: Journal article publicationJournal articleAcademic researchpeer-review

Original languageEnglish
Pages (from-to)1-35
Number of pages35
JournalNorth American Actuarial Journal
Publication statusSubmitted - Aug 2021

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