Robust optimal insurance and investment strategies for the government and the insurance company under mispricing phenomenon (Q5079461)
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scientific article; zbMATH DE number 7532933
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust optimal insurance and investment strategies for the government and the insurance company under mispricing phenomenon |
scientific article; zbMATH DE number 7532933 |
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Robust optimal insurance and investment strategies for the government and the insurance company under mispricing phenomenon (English)
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27 May 2022
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joint expected utility
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mispricing phenomenon
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model ambiguity
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optimal insurance-investment strategy
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proportional insurance
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