Optimal reinsurance under risk and uncertainty on Orlicz hearts
Year of publication: |
July 2018
|
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Authors: | Kong, Dezhou ; Liu, Lishan ; Wu, Yonghong |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 81.2018, p. 108-116
|
Subject: | Risk and uncertainty | Orlicz heart | Robust representation | Optimal reinsurance problem | Dual approach | Theorie | Theory | Rückversicherung | Reinsurance | Risiko | Risk | Entscheidung unter Risiko | Decision under risk | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikomanagement | Risk management |
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