Robust optimal reinsurance and investment strategies for an AAI with multiple risks (Q2010895)
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scientific article; zbMATH DE number 7138028
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| English | Robust optimal reinsurance and investment strategies for an AAI with multiple risks |
scientific article; zbMATH DE number 7138028 |
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Robust optimal reinsurance and investment strategies for an AAI with multiple risks (English)
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28 November 2019
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robust optimal control
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proportional reinsurance
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investment
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stochastic inflation
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stochastic volatility
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0.94449514
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0.91550106
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0.9114342
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0.90789104
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