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Robust reinsurance contracts in continuous time - MaRDI portal

Robust reinsurance contracts in continuous time (Q4583597)

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scientific article; zbMATH DE number 6930158
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English
Robust reinsurance contracts in continuous time
scientific article; zbMATH DE number 6930158

    Statements

    title
    Robust reinsurance contracts in continuous time (English)
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    author
    Duni Hu
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    Shou Chen
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    Hailong Wang
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    publication date
    31 August 2018
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    zbMATH Keywords
    robustness
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    model ambiguity
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    principal-agent problem
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    proportional reinsurance
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    reinsurance price
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    cites work
    Aspects of risk theory
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    Q4039796
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    Identifiers

    zbMATH DE Number
    6930158
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    OpenAlex ID
    W2564456188
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