Robust optimal dynamic reinsurance policies under the mean-RVaR premium principle (Q6082446)
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scientific article; zbMATH DE number 7772190
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust optimal dynamic reinsurance policies under the mean-RVaR premium principle |
scientific article; zbMATH DE number 7772190 |
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Robust optimal dynamic reinsurance policies under the mean-RVaR premium principle (English)
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29 November 2023
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robust
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ambiguity averse
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ruin probability
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reinsurance
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mean-RVaR premium principle
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incentive compatibility
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