Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps (Q4583607): Difference between revisions
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Revision as of 16:28, 5 March 2024
scientific article; zbMATH DE number 6930166
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps |
scientific article; zbMATH DE number 6930166 |
Statements
Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps (English)
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31 August 2018
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robust optimal control
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excess-of-loss reinsurance and investment
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jump-diffusion model
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utility maximization
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ambiguity-averse insurer
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