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How can I treat a aleatory variable in Matlab?
I have the following basic optimal reinsurance model min(x+ P(min(max(L-x,0),VaR-x)) subject to 0<=x<=VaR where P(.) is...
8 years ago | 1 answer | 0
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How to use fminbnd correctly when a function has a function "inside"
I am trying to find the minimum of the following function: @(x) (x+(1+omega)*mean(min(max(L-x,0),VaR-x)) subject to 0<=x<=...
8 years ago | 1 answer | 0
