Optimal reinsurance with model uncertainty and Stackelberg game (Q5083398)
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scientific article; zbMATH DE number 7544484
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance with model uncertainty and Stackelberg game |
scientific article; zbMATH DE number 7544484 |
Statements
Optimal reinsurance with model uncertainty and Stackelberg game (English)
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20 June 2022
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range-value-at-risk
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model uncertainty
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Wasserstein-\(L^\infty\) metric
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safety loading
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Tweedie distribution
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