Optimal investment-reinsurance strategies for an insurer with options trading under model ambiguity (Q6643671)
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scientific article; zbMATH DE number 7949657
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment-reinsurance strategies for an insurer with options trading under model ambiguity |
scientific article; zbMATH DE number 7949657 |
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Optimal investment-reinsurance strategies for an insurer with options trading under model ambiguity (English)
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26 November 2024
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options trading
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model uncertainty
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optimal investment
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