Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond (Q5079124)
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scientific article; zbMATH DE number 7532192
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| English | Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond |
scientific article; zbMATH DE number 7532192 |
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Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond (English)
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25 May 2022
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ambiguity-averse
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constant elasticity of variance
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default risk
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investment
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reinsurance
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