Optimal reinsurance to minimize the discounted probability of ruin under ambiguity (Q2421407): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2019.04.009
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+W2945229948
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@@ Property / cites work @@
+Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
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+Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection
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+Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria
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+Lifetime ruin under ambiguous hazard rate
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+Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps
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+Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model
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+Q127861776
@@ Property / Wikidata QID: Q127861776 / rank @@
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+Publication:2421407