Optimal investment and reinsurance of an insurer with model uncertainty
Year of publication: |
2009
|
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Authors: | Zhang, Xin ; Siu, Tak Kuen |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 45.2009, 1, p. 81-88
|
Subject: | Theorie | Theory | Rückversicherung | Reinsurance | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty | Portfolio-Management | Portfolio selection | Versicherung | Insurance |
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