Robust optimal investment and reinsurance problems with learning
Nicole Bäuerle and Gregor Leimcke
| Year of publication: |
2021
|
|---|---|
| Authors: | Bäuerle, Nicole ; Leimcke, Gregor |
| Subject: | filter | Risk theory | robust approach | stochastic control | Rückversicherung | Reinsurance | Stochastischer Prozess | Stochastic process | Robustes Verfahren | Robust statistics | Risikomodell | Risk model | Entscheidung unter Unsicherheit | Decision under uncertainty | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Kontrolltheorie | Control theory | Lernprozess | Learning process | Risiko | Risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2020.1806917 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012500254