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Robust asymptotic insurance-finance arbitrage - MaRDI portal

Robust asymptotic insurance-finance arbitrage

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Publication:6649326

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DOI10.1007/s13385-024-00389-1MaRDI QIDQ6649326

Thorsten Schmidt, Moritz Ritter, Katharina Oberpriller

Publication date: 5 December 2024

Published in: European Actuarial Journal (Search for Journal in Brave)

zbMATH Keywords

enlargement of filtration absence of robust insurance-finance arbitrage insurance-finance arbitrage under uncertainty robust \(QP\)-rule

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Financial markets (91G15)

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