Robust optimal investment and proportional reinsurance toward joint interests of the insurer and the reinsurer (Q4595864)
From MaRDI portal
scientific article; zbMATH DE number 6816086
Language | Label | Description | Also known as |
---|---|---|---|
English | Robust optimal investment and proportional reinsurance toward joint interests of the insurer and the reinsurer |
scientific article; zbMATH DE number 6816086 |
Statements
Robust optimal investment and proportional reinsurance toward joint interests of the insurer and the reinsurer (English)
0 references
6 December 2017
0 references
ambiguity-averse
0 references
expected utility
0 references
proportional reinsurance
0 references
robust control
0 references