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Robust reinsurance contracts with uncertainty about jump risk - MaRDI portal

Robust reinsurance contracts with uncertainty about jump risk (Q1754197)

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scientific article; zbMATH DE number 6876620
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English
Robust reinsurance contracts with uncertainty about jump risk
scientific article; zbMATH DE number 6876620

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    Robust reinsurance contracts with uncertainty about jump risk (English)
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    30 May 2018
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    game theory
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    ambiguity
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    proportional reinsurance
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    excess-loss reinsurance
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    reinsurance price
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