Alpha-robust mean-variance reinsurance-investment strategy (Q1656367): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Alpha-robust mean-variance reinsurance-investment strategy |
scientific article |
Statements
Alpha-robust mean-variance reinsurance-investment strategy (English)
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10 August 2018
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\(\alpha\)-maxmin utility
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robust reinsurance-investment problem
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mean-variance criterion
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time-consistent equilibrium strategy
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Lévy insurance model
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