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Optimal XL-insurance under Wasserstein-type ambiguity - MaRDI portal

Optimal XL-insurance under Wasserstein-type ambiguity (Q2273974)

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scientific article
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Optimal XL-insurance under Wasserstein-type ambiguity
scientific article

    Statements

    title
    Optimal XL-insurance under Wasserstein-type ambiguity (English)
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    author
    Corina Birghila
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    Georg Ch. Pflug
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    publication date
    19 September 2019
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    zbMATH Keywords
    insurance contract
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    model error
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    minimax solution
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    distributional robustness
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    cites work
    Q2921614
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    Identifiers

    zbMATH DE Number
    7107042
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    OpenAlex ID
    W2947256753
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    Wikidata QID
    Q127795483
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