Robust reinsurance contracts with uncertainty about jump risk (Q1754197): Difference between revisions

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-.1016/j.ejor.2017.10.061
@@ Property / DOI: 10.1016/j.ejor.2017.10.061 / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1016/j.ejor.2017.10.061
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+W2770616686
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+Q5618987
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@@ Property / cites work @@
+Optimal reinsurance under risk and uncertainty
@@ Property / cites work: Optimal reinsurance under risk and uncertainty / rank @@
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+Optimal reinsurance with general risk measures
@@ Property / cites work: Optimal reinsurance with general risk measures / rank @@
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+Stable solutions for optimal reinsurance problems involving risk measures
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+A Soft Robust Model for Optimization Under Ambiguity
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+Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer
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@@ Property / DOI @@
+.1016/J.EJOR.2017.10.061
@@ Property / DOI: 10.1016/J.EJOR.2017.10.061 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:1754197