Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility (Q5140643)
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scientific article; zbMATH DE number 7286464
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility |
scientific article; zbMATH DE number 7286464 |
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Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility (English)
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16 December 2020
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excess-of-loss reinsurance
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proportional reinsurance
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investment
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Nash equilibrium
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time-consistent strategy
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smooth ambiguity
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