Robust reinsurance contract with learning and ambiguity aversion (Q5042791): Difference between revisions

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+Robust consumption and portfolio policies when asset prices can jump
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+A Stackelberg reinsurance–investment game with asymmetric information and delay
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+Optimal reinsurance under risk and uncertainty
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+Optimal investment and reinsurance policies in insurance markets under the effect of inside information
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+A class of non-zero-sum stochastic differential investment and reinsurance games
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+PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS
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+Optimal proportional reinsurance and investment for stochastic factor models
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+Pareto-optimal reinsurance arrangements under general model settings
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+Non-zero-sum stochastic differential reinsurance and investment games with default risk
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+Risk, Ambiguity, and the Savage Axioms
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+Aspects of risk theory
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+Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model
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+Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility
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+Robust reinsurance contracts in continuous time
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+Robust reinsurance contracts with uncertainty about jump risk
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+On optimal reinsurance treaties in cooperative game under heterogeneous beliefs
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+Optimal reinsurance under mean-variance premium principles
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+Optimal reinsurance to minimize the discounted probability of ruin under ambiguity
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+Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin
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+Q4522393
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+Dynamic portfolio choice under ambiguity and regime switching mean returns
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+Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium
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+Robust Contracts in Continuous Time
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+Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
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+On minimizing the ruin probability by investment and reinsurance
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+Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle
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+Robust reinsurance contracts with risk constraint
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+Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
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+A stochastic differential reinsurance game
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+Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps
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+Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps
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