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Search: subject:"Ambiguity-averse"
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Theorie
8
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8
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5
Robustes Verfahren
5
Reinsurance
4
Risikoaversion
4
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4
Robust optimal control
4
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4
Ambiguity averse preferences
3
Insurance
3
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3
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3
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3
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2
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2
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Entscheidung unter Risiko
2
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2
Messung
2
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2
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2
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Stochastic process
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Allgemeines Gleichgewicht
1
Ambiguity
1
Ambiguity-averse
1
Ambiguity-averse insurer
1
Asymmetric information
1
Asymmetrische Information
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CEV model
1
Control theory
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1
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10
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Zeng, Yan
3
Bellini, Fabio
2
Laeven, Roger J. A.
2
Li, Zhongfei
2
Rosazza Gianin, Emanuela
2
Viens, Frederi G.
2
Yi, Bo
2
Baillon, Aurélien
1
Driesen, Bram
1
Du, Donglei
1
Han, Qiaoming
1
Huang, Hui
1
Huang, Ya
1
Kang, Zhilin
1
Li, Danping
1
Mao, Lei
1
Sun, Jingyun
1
Wakker, Peter P.
1
Wang, Yanjie
1
Xiangqun, Yang
1
Xue, Jingyi
1
Yang, Hailiang
1
Yao, Haixiang
1
Zhang, Shunming
1
Zhang, Yan
1
Zhou, Jieming
1
Zuluaga, Luis F.
1
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Insurance / Mathematics & economics
2
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
European journal of operational research : EJOR
1
Games and Economic Behavior
1
Insurance: Mathematics and Economics
1
International journal of finance & economics : IJFE
1
Mathematical methods of operations research
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ECONIS (ZBW)
10
RePEc
2
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1
Robust optimal excess-of-loss reinsurance and investment problem with p-thinning dependent risks under CEV model
Mao, Lei
;
Zhang, Yan
- In:
Quantitative finance and economics
5
(
2021
)
1
,
pp. 134-162
Persistent link: https://www.econbiz.de/10012586952
Saved in:
2
Asset allocation, limited participation and flight-to-quality under ambiguity of correlation
Huang, Hui
;
Wang, Yanjie
;
Zhang, Shunming
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4604-4626
Persistent link: https://www.econbiz.de/10014430050
Saved in:
3
Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks
Sun, Jingyun
;
Yao, Haixiang
;
Kang, Zhilin
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 157-170
Persistent link: https://www.econbiz.de/10012133523
Saved in:
4
Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps
Li, Danping
;
Zeng, Yan
;
Yang, Hailiang
- In:
Scandinavian actuarial journal
(
2018
)
2
,
pp. 145-171
Persistent link: https://www.econbiz.de/10011881073
Saved in:
5
Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures
Bellini, Fabio
;
Laeven, Roger J. A.
;
Rosazza Gianin, …
- In:
European journal of operational research : EJOR
291
(
2021
)
2
,
pp. 438-446
Persistent link: https://www.econbiz.de/10012495322
Saved in:
6
Robust optimal investment and reinsurance problem for a general insurance company under Heston model
Huang, Ya
;
Xiangqun, Yang
;
Zhou, Jieming
- In:
Mathematical methods of operations research
85
(
2017
)
2
,
pp. 305-326
Persistent link: https://www.econbiz.de/10011714438
Saved in:
7
Preferences with changing ambiguity aversion
Xue, Jingyi
- In:
Economic theory : official journal of the Society for …
69
(
2020
)
1
,
pp. 1-60
Persistent link: https://www.econbiz.de/10012238199
Saved in:
8
Robust return risk measures
Bellini, Fabio
;
Laeven, Roger J. A.
;
Rosazza Gianin, …
- In:
Mathematics and financial economics
12
(
2018
)
1
,
pp. 5-32
Persistent link: https://www.econbiz.de/10011963258
Saved in:
9
Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model
Yi, Bo
;
Li, Zhongfei
;
Viens, Frederi G.
;
Zeng, Yan
- In:
Insurance: Mathematics and Economics
53
(
2013
)
3
,
pp. 601-614
) model for an
Ambiguity-Averse
Insurer (AAI), who worries about model misspecification and aims to find robust optimal …
Persistent link: https://www.econbiz.de/10010719092
Saved in:
10
Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
Yi, Bo
;
Li, Zhongfei
;
Viens, Frederi G.
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 601-614
Persistent link: https://www.econbiz.de/10010227929
Saved in:
1
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