Worst-case investment and reinsurance optimization for an insurer under model uncertainty
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Publication:2398561
DOI10.1155/2016/9693419zbMath1405.91264OpenAlexW2561311353WikidataQ59123704 ScholiaQ59123704MaRDI QIDQ2398561
Xi-Min Rong, Xiangbo Meng, Ziping Du, Li-Dong Zhang
Publication date: 16 August 2017
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2016/9693419
Dynamic programming (90C39) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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