Robust optimal portfolio and reinsurance for an insurer under inflation risk (Q2823508)
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scientific article; zbMATH DE number 6634323
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Robust optimal portfolio and reinsurance for an insurer under inflation risk |
scientific article; zbMATH DE number 6634323 |
Statements
6 October 2016
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robust control
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power utility
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portfolio
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reinsurance
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inflation
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Robust optimal portfolio and reinsurance for an insurer under inflation risk (English)
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0.8583462238311768
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0.8555012345314026
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0.8381423950195312
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0.8336281180381775
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0.8250967860221863
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