Robust optimal reinsurance and investment strategies for an AAI with multiple risks
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Cites work
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Cited in
(28)- Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework
- Robust optimal investment strategy of an insurer and a reinsurer with stochastic interest rate and stochastic volatility
- A Heston local-stochastic volatility model for optimal investment-reinsurance strategy with a defaultable bond in an ambiguous environment
- Household consumption-investment-insurance decisions with uncertain income and market ambiguity
- Robust Dividend, Financing, and Reinsurance Strategies Under Model Uncertainty with Proportional Transaction Costs
- Robust Risk Control with Reinsurance and CAT Bonds
- Deep learning solution of optimal reinsurance-investment strategies with inside information and multiple risks
- Asset–Liability Management of Life Insurers in the Negative Interest Rate Environment
- Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks
- The investor problem based on the HJM model
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- Robust investment-reinsurance optimization with multiscale stochastic volatility
- Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle
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