2 papers
math.OC2024
An Efficient Unsupervised Framework for Convex Quadratic Programs via Deep Unrolling
Linxin Yang, Bingheng Li, Tian Ding +6
Quadratic programs (QPs) arise in various domains such as machine learning, finance, and control. Recently, learning-enhanced primal-dual hybrid gradient (PDHG) methods have shown…
q-fin.MF2024
Stackelberg reinsurance and premium decisions with MV criterion and irreversibility
Zongxia Liang, Xiaodong Luo
We study a reinsurance Stackelberg game in which both the insurer and the reinsurer adopt the mean-variance (abbr. MV) criterion in their decision-making and the reinsurance is irr…