Robust optimal reinsurance-investment strategy with extrapolative bias premiums and ambiguity aversion.
| Autor: | Gu, Ailing1 (AUTHOR), Zhang, Xuanzhen1 (AUTHOR), Chen, Shumin2 (AUTHOR) chenshumin@gdut.edu.cn, Zhang, Ling3 (AUTHOR) |
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| Zdroj: | Statistical Theory & Related Fields. Dec2024, Vol. 8 Issue 4, p274-294. 21p. |
| Databáze: | Business Source Ultimate |
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