Robust optimal investment and reinsurance problems with learning

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Publication:4990504

DOI10.1080/03461238.2020.1806917zbMath1468.91121arXiv2001.11301OpenAlexW3003714559MaRDI QIDQ4990504

Gregor Leimcke, Nicole Bäuerle

Publication date: 28 May 2021

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.11301




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