Optimal reinsurance under risk and uncertainty on Orlicz hearts
type: Item
instance of: scholarly article
title: Optimal reinsurance under risk and uncertainty on Orlicz hearts
zbMATH Open document ID: 1416.91196
author: Dezhou Kong
author: Lishan Liu
author: Yonghong Wu
published in: Insurance Mathematics \& Economics
publication date: 2018-08-28T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 90C48
Mathematics Subject Classification ID: 90C46
zbMATH DE Number: 6928206
zbMATH Keywords: risk and uncertainty
zbMATH Keywords: Orlicz heart
zbMATH Keywords: robust representation
zbMATH Keywords: optimal reinsurance problem
zbMATH Keywords: dual approach
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2017.10.006
OpenAlex ID: W2765459804
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DOI: 10.1016/J.INSMATHECO.2017.10.006
description: scientific article; zbMATH DE number 6928206