Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution (Q2098011)
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scientific article; zbMATH DE number 7619229
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution |
scientific article; zbMATH DE number 7619229 |
Statements
Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution (English)
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17 November 2022
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smooth ambiguity
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second-order distribution
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constant absolute ambiguity aversion
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mean-variance criterion
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optimal investment and reinsurance
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time inconsistency
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equilibrium strategy
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