Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks (Q2010903)
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scientific article; zbMATH DE number 7138034
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| English | Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks |
scientific article; zbMATH DE number 7138034 |
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Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks (English)
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28 November 2019
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ambiguity-averse insurer
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robust optimal control
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multiple dependent risks
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square-root factor process
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suboptimal strategy
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utility loss
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