Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model (Q5042789)
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scientific article; zbMATH DE number 7607469
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model |
scientific article; zbMATH DE number 7607469 |
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Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model (English)
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26 October 2022
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reinsurance
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dynamic programming
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compound Poisson risk model
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principal-agent model
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model ambiguity
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