Robust optimal investment and proportional reinsurance toward joint interests of the insurer and the reinsurer (Q4595864)
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scientific article; zbMATH DE number 6816086
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| 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)
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6 December 2017
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ambiguity-averse
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expected utility
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proportional reinsurance
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robust control
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0.9431149
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0.94254833
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0.93597233
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0.9332615
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0.9295516
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0.92738813
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