An optimal insurance design problem under Knightian uncertainty
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Publication:377795
DOI10.1007/S10203-012-0127-5zbMATH Open1277.91075OpenAlexW2064022908MaRDI QIDQ377795FDOQ377795
Authors: Carole Bernard, Shaolin Ji, Weidong Tian 
Publication date: 7 November 2013
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-012-0127-5
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Cited In (12)
- An optimal control problem of forward-backward stochastic Volterra integral equations with state constraints
- The optimal portfolio selection model under \(g\)-expectation
- Optimal insurance contract specification in the upstream sector of the oil and gas industry
- The perturbation method applied to a robust optimization problem with constraint
- A generalized stochastic differential utility driven by \(G\)-Brownian motion
- Optimal XL-insurance under Wasserstein-type ambiguity
- Optimal insurance design of ambiguous risks
- Stock return uncertainty and life insurance
- A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints
- Knightian uncertainty and insurance regulation decision
- The optimal control problem with state constraints for fully coupled forward-backward stochastic systems with jumps
- Optimal insurance contracts under distortion risk measures with ambiguity aversion
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