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Robust optimal investment and reinsurance problems with learning - MaRDI portal

Robust optimal investment and reinsurance problems with learning (Q4990504)

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scientific article; zbMATH DE number 7352452
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English
Robust optimal investment and reinsurance problems with learning
scientific article; zbMATH DE number 7352452

    Statements

    title
    Robust optimal investment and reinsurance problems with learning (English)
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    author
    Nicole Bäuerle
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    Gregor Leimcke
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    publication date
    28 May 2021
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    zbMATH Keywords
    risk theory
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    stochastic control
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    filter
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    robust approach
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    cites work
    Q3560912
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    Aspects of risk theory
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    Q5287501
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    Identifiers

    zbMATH DE Number
    7352452
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    OpenAlex ID
    W3003714559
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    arXiv ID
    2001.11301
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