Optimal investment and premium control for insurers with ambiguity (Q5077411)
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scientific article; zbMATH DE number 7528883
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and premium control for insurers with ambiguity |
scientific article; zbMATH DE number 7528883 |
Statements
Optimal investment and premium control for insurers with ambiguity (English)
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18 May 2022
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expected utility
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HJB equation
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model ambiguity
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optimal investment
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premium control
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