The optimal investment-reinsurance strategies for ambiguity aversion insurer in uncertain environment
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Publication:2691400
DOI10.3934/jimo.2022141OpenAlexW4291016359MaRDI QIDQ2691400
Publication date: 29 March 2023
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2022141
Utility theory (91B16) Hamilton-Jacobi equations (35F21) Financial and insurance mathematics (aspects of mathematics education) (97M30) Financial markets (91G15)
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