Robust reinsurance and investment strategies under principal-agent framework
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Publication:6549619
DOI10.1007/s10479-022-04696-2zbMath1537.91272MaRDI QIDQ6549619
Ning Wang, Tak Kuen Siu, Kun Fan
Publication date: 4 June 2024
Published in: Annals of Operations Research (Search for Journal in Brave)
principal-agent problemproportional reinsurancemean-variance criterionmodel ambiguityreinsurance premium
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