Optimal robust insurance with a finite uncertainty set (Q2421397)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal robust insurance with a finite uncertainty set |
scientific article |
Statements
Optimal robust insurance with a finite uncertainty set (English)
0 references
17 June 2019
0 references
optimal reinsurance
0 references
risk measure
0 references
robust optimisation
0 references
second order conic programming
0 references
uncertainty modelling
0 references
0 references
0 references
