Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria (Q4576923): Difference between revisions
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Revision as of 16:26, 5 March 2024
scientific article; zbMATH DE number 6901697
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria |
scientific article; zbMATH DE number 6901697 |
Statements
Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria (English)
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11 July 2018
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stochastic optimization
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mean-variance
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ambiguity-averse insurer
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Black-Scholes
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model uncertainty
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