Optimal Investment for Insurers with Correlation Ambiguity
Year of publication: |
[2022]
|
---|---|
Authors: | Zhang, Lihong ; Cheng, Bingqian ; Wang, Hao |
Publisher: |
[S.l.] : SSRN |
Subject: | Risikomodell | Risk model | Theorie | Theory | Erwartungsnutzen | Expected utility | Risikoaversion | Risk aversion | Risikomaß | Risk measure |
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