Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion |
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Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (English)
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19 September 2019
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excess-of-loss reinsurance
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credit default swap
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mean-variance criterion
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model uncertainty
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robust equilibrium strategy
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