Robust optimal per-loss reinsurance strategy for an ambiguity-averse insurer (Q6559910)
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 per-loss reinsurance strategy for an ambiguity-averse insurer |
scientific article; zbMATH DE number 7869311
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust optimal per-loss reinsurance strategy for an ambiguity-averse insurer |
scientific article; zbMATH DE number 7869311 |
Statements
Robust optimal per-loss reinsurance strategy for an ambiguity-averse insurer (English)
0 references
21 June 2024
0 references
ambiguity-averse
0 references
reinsurance
0 references
mean-variance reward function
0 references
extended Hamilton-Jacobi-Bellman system equations
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
