Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing
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Publication:1641145
DOI10.1016/j.insmatheco.2018.03.004zbMath1402.91196OpenAlexW2792082717WikidataQ130098128 ScholiaQ130098128MaRDI QIDQ1641145
Haixiang Yao, Frederi G. Viens, Ailing Gu
Publication date: 15 June 2018
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2018.03.004
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