Optimal reinsurance under risk and uncertainty on Orlicz hearts (Q1667416)
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scientific article; zbMATH DE number 6928206
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance under risk and uncertainty on Orlicz hearts |
scientific article; zbMATH DE number 6928206 |
Statements
Optimal reinsurance under risk and uncertainty on Orlicz hearts (English)
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28 August 2018
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risk and uncertainty
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Orlicz heart
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robust representation
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optimal reinsurance problem
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dual approach
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