Robust equilibrium reinsurance and investment strategy for the insurer and reinsurer under weighted mean-variance criterion (Q6193399)
From MaRDI portal
scientific article; zbMATH DE number 7804406
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust equilibrium reinsurance and investment strategy for the insurer and reinsurer under weighted mean-variance criterion |
scientific article; zbMATH DE number 7804406 |
Statements
Robust equilibrium reinsurance and investment strategy for the insurer and reinsurer under weighted mean-variance criterion (English)
0 references
13 February 2024
0 references
insurer and reinsurer
0 references
loss-dependent premium principle
0 references
constant elasticity of variance model
0 references
weighted mean-variance criterion
0 references
ambiguity aversion
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
