Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities
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Publication:724542
DOI10.1016/j.cam.2018.05.060zbMath1458.91184OpenAlexW2808639017MaRDI QIDQ724542
Yao Ouyang, Ya Huang, Jie-Ming Zhou, Ling-Xiao Tang
Publication date: 26 July 2018
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2018.05.060
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