Minimizing the probability of absolute ruin under ambiguity aversion (Q2234291)
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scientific article; zbMATH DE number 7410943
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Minimizing the probability of absolute ruin under ambiguity aversion |
scientific article; zbMATH DE number 7410943 |
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Minimizing the probability of absolute ruin under ambiguity aversion (English)
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19 October 2021
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absolute ruin probability
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ambiguity aversion
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mean-variance premium principle
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per-claim reinsurance
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robust optimization
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0.9299335479736328
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0.8641475439071655
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0.8619022965431213
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0.8302568197250366
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