Robust optimal excess-of-loss reinsurance and investment problem with more general dependent claim risks and defaultable risk (Q2684941)
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scientific article; zbMATH DE number 7655071
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| English | Robust optimal excess-of-loss reinsurance and investment problem with more general dependent claim risks and defaultable risk |
scientific article; zbMATH DE number 7655071 |
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Robust optimal excess-of-loss reinsurance and investment problem with more general dependent claim risks and defaultable risk (English)
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17 February 2023
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excess-of-loss reinsurance
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dependent
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defaultable bond
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square-root factor process
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0.878136396408081
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0.8690982460975647
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0.8663907051086426
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0.8462843894958496
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