Robust optimal proportional reinsurance and investment strategy for an insurer and a reinsurer with delay and jumps (Q6102883)
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scientific article; zbMATH DE number 7700985
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| English | Robust optimal proportional reinsurance and investment strategy for an insurer and a reinsurer with delay and jumps |
scientific article; zbMATH DE number 7700985 |
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Robust optimal proportional reinsurance and investment strategy for an insurer and a reinsurer with delay and jumps (English)
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23 June 2023
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robust optimal
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proportional reinsurance
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product of exponential utilities
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dealy
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jump diffusion
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0.8990280032157898
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0.86478191614151
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0.8625947833061218
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0.8610249757766724
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