Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks (Q6060868)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks |
scientific article; zbMATH DE number 7772187
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks |
scientific article; zbMATH DE number 7772187 |
Statements
Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks (English)
0 references
29 November 2023
0 references
robust optimal problem
0 references
proportional reinsurance
0 references
delay
0 references
dependent risk
0 references
exponential utility
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references