The optimal investment and reinsurance problem with mispricing and VaR constrains based on behavior of loss aversion (Q4996302)
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scientific article; zbMATH DE number 7366496
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| English | The optimal investment and reinsurance problem with mispricing and VaR constrains based on behavior of loss aversion |
scientific article; zbMATH DE number 7366496 |
Statements
1 July 2021
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loss aversion
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investment and reinsurance
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mispricing
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VaR constraint
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martingale methods
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0.8548380136489868
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0.8548200726509094
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0.8436126708984375
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0.8368908166885376
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0.8294042348861694
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