Time-consistent proportional reinsurance and investment strategies under ambiguous environment
type: Item
instance of: scholarly article
title: Time-consistent proportional reinsurance and investment strategies under ambiguous environment
zbMATH Open document ID: 1417.91269
author: Guohui Guan
author: Zongxia Liang
author: Jian Feng
published in: Insurance Mathematics \& Economics
publication date: 2018-11-19T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6981080
zbMATH Keywords: smooth ambiguity control
zbMATH Keywords: proportional reinsurance
zbMATH Keywords: optimal investment
zbMATH Keywords: time-consistent strategy
zbMATH Keywords: equilibrium control law
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2018.09.007
OpenAlex ID: W2894567178
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Wikidata QID: Q129151057
DOI: 10.1016/J.INSMATHECO.2018.09.007
description: scientific article; zbMATH DE number 6981080