Robust reinsurance and investment strategies under principal-agent framework (Q6549619)
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scientific article; zbMATH DE number 7859364
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust reinsurance and investment strategies under principal-agent framework |
scientific article; zbMATH DE number 7859364 |
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Robust reinsurance and investment strategies under principal-agent framework (English)
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4 June 2024
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model ambiguity
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principal-agent problem
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reinsurance premium
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proportional reinsurance
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mean-variance criterion
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