Robust reinsurance contract with learning and ambiguity aversion
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Publication:5042791
DOI10.1080/03461238.2022.2030398zbMath1501.91154OpenAlexW4210867770MaRDI QIDQ5042791
Publication date: 26 October 2022
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2022.2030398
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A Stackelberg reinsurance-investment game under α -maxmin mean-variance criterion and stochastic volatility ⋮ Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance
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