Robust reinsurance contracts with uncertainty about jump risk

DOI10.1016/j.ejor.2017.10.061zbMath1403.91196OpenAlexW2770616686MaRDI QIDQ1754197

Hailong Wang, Duni Hu, Shou Chen

Publication date: 30 May 2018

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2017.10.061

zbMATH Keywords

game theoryambiguityproportional reinsuranceexcess-loss reinsurancereinsurance price

Mathematics Subject Classification ID

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