Optimal robust reinsurance contracts with investment strategy under variance premium principle (Q6127349)
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scientific article; zbMATH DE number 7831676
Language | Label | Description | Also known as |
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English | Optimal robust reinsurance contracts with investment strategy under variance premium principle |
scientific article; zbMATH DE number 7831676 |
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Optimal robust reinsurance contracts with investment strategy under variance premium principle (English)
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12 April 2024
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reinsurance and investment
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CARA utility
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constant elasticity of variance model
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principal-agent problem
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model ambiguity
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