Robust optimal investment and reinsurance problem for a general insurance company under Heston model (Q2014373)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust optimal investment and reinsurance problem for a general insurance company under Heston model |
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Robust optimal investment and reinsurance problem for a general insurance company under Heston model (English)
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11 August 2017
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robust control
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ambiguity-averse
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expected utility
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proportional reinsurance
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