Pages that link to "Item:Q2415981"
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The following pages link to Reinsurance contract design when the insurer is ambiguity-averse (Q2415981):
Displaying 9 items.
- Stackelberg differential game for insurance under model ambiguity (Q2172035) (← links)
- Reinsurance of multiple risks with generic dependence structures (Q2665875) (← links)
- Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer (Q5039793) (← links)
- Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model (Q5042789) (← links)
- Robust reinsurance contracts with risk constraint (Q5117680) (← links)
- Household consumption-investment-insurance decisions with uncertain income and market ambiguity (Q5861811) (← links)
- Time-consistent lifetime portfolio selection under smooth ambiguity (Q6099182) (← links)
- Robust reinsurance and investment strategies under principal-agent framework (Q6549619) (← links)
- Robust optimal per-loss reinsurance strategy for an ambiguity-averse insurer (Q6559910) (← links)