Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model (Q5117677)
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scientific article; zbMATH DE number 7239961
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model |
scientific article; zbMATH DE number 7239961 |
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Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model (English)
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26 August 2020
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principal-agent
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excess-of-loss reinsurance
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robust control
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optimal investment strategy
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dynamic programming
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