Pages that link to "Item:Q2087514"
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The following pages link to Robust optimal reinsurance in minimizing the penalized expected time to reach a goal (Q2087514):
Displaying 7 items.
- Maximizing a robust goal-reaching probability with penalization on ambiguity (Q1757373) (← links)
- Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion (Q2084302) (← links)
- Minimizing the probability of absolute ruin under ambiguity aversion (Q2234291) (← links)
- Optimal reinsurance to minimize the discounted probability of ruin under ambiguity (Q2421407) (← links)
- Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle (Q6547002) (← links)
- Optimal investment-reinsurance strategies for an insurer with options trading under model ambiguity (Q6643671) (← links)
- Reinsurance contracts under Stackelberg game and market equilibrium (Q6658851) (← links)