Pages that link to "Item:Q1681190"
From MaRDI portal
The following pages link to Incorporating model uncertainty into optimal insurance contract design (Q1681190):
Displaying 8 items.
- Large scale extreme risk assessment using copulas: an application to drought events under climate change for Austria (Q2010376) (← links)
- Optimal XL-insurance under Wasserstein-type ambiguity (Q2273974) (← links)
- Distributionally robust reinsurance with value-at-risk and conditional value-at-risk (Q2682997) (← links)
- Optimal insurance under maxmin expected utility (Q2697500) (← links)
- Robust optimal insurance and investment strategies for the government and the insurance company under mispricing phenomenon (Q5079461) (← links)
- Optimal reinsurance with model uncertainty and Stackelberg game (Q5083398) (← links)
- Distributionally robust reinsurance with expectile (Q6163458) (← links)
- Worst-case moments under partial ambiguity (Q6174089) (← links)