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Robust optimal portfolio and reinsurance for an insurer under inflation risk - MaRDI portal

Robust optimal portfolio and reinsurance for an insurer under inflation risk (Q2823508)

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scientific article; zbMATH DE number 6634323
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English
Robust optimal portfolio and reinsurance for an insurer under inflation risk
scientific article; zbMATH DE number 6634323

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    6 October 2016
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    robust control
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    power utility
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    portfolio
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    reinsurance
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    inflation
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    Robust optimal portfolio and reinsurance for an insurer under inflation risk (English)
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