Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks (Q6060868)
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scientific article; zbMATH DE number 7772187
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks |
scientific article; zbMATH DE number 7772187 |
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Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks (English)
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29 November 2023
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robust optimal problem
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proportional reinsurance
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delay
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dependent risk
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exponential utility
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