Optimal investment and premium control for insurers with ambiguity (Q5077411)
From MaRDI portal
scientific article; zbMATH DE number 7528883
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and premium control for insurers with ambiguity |
scientific article; zbMATH DE number 7528883 |
Statements
Optimal investment and premium control for insurers with ambiguity (English)
0 references
18 May 2022
0 references
expected utility
0 references
HJB equation
0 references
model ambiguity
0 references
optimal investment
0 references
premium control
0 references
