Optimal robust reinsurance contracts with investment strategy under variance premium principle (Q6127349): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 07:26, 10 July 2024
scientific article; zbMATH DE number 7831676
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal robust reinsurance contracts with investment strategy under variance premium principle |
scientific article; zbMATH DE number 7831676 |
Statements
Optimal robust reinsurance contracts with investment strategy under variance premium principle (English)
0 references
12 April 2024
0 references
reinsurance and investment
0 references
CARA utility
0 references
constant elasticity of variance model
0 references
principal-agent problem
0 references
model ambiguity
0 references
