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Optimal investment and reinsurance of an insurer with model uncertainty
Zhang, Xin; Siu, Tak Kuen - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 81-88
Persistent link: https://www.econbiz.de/10009517594
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Budget-constrained optimal insurance without the nonnegativity constraint on indemnities
Ghossoub, Mario - In: Insurance / Mathematics & economics 84 (2019), pp. 22-39
Persistent link: https://www.econbiz.de/10011990429
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Optimal investment, consumption and proportional reinsurance under model uncertainty
Peng, Xingchun; Chen, Fenge; Hu, Yijun - In: Insurance / Mathematics & economics 59 (2014), pp. 222-234
Persistent link: https://www.econbiz.de/10010469132
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Optimal risk exposure and dividend payout policies under model uncertainty
Feng, Yang; Zhu, Jinxia; Siu, Tak Kuen - In: Insurance / Mathematics & economics 100 (2021), pp. 1-29
Persistent link: https://www.econbiz.de/10012622379
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Analysis of risk bounds in partially specified additive factor models
Rüschendorf, Ludger - In: Insurance / Mathematics & economics 86 (2019), pp. 115-121
Persistent link: https://www.econbiz.de/10012058839
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Upper bounds for strictly concave distortion risk measures on moment spaces
Cornilly, D.; Rüschendorf, Ludger; Vanduffel, Steven - In: Insurance / Mathematics & economics 82 (2018), pp. 141-151
Persistent link: https://www.econbiz.de/10011929851
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Inf-convolution and optimal allocations for mixed-VaRs
Xia, Zichao; Zou, Zhenfeng; Hu, Taizhong - In: Insurance / Mathematics & economics 108 (2023), pp. 156-164
Persistent link: https://www.econbiz.de/10013534516
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The bounds of premium and optimality of stop loss insurance under uncertain random environments
Liu, Ying; Li, Xiaozhong; Liu, Yinli - In: Insurance / Mathematics & economics 64 (2015), pp. 273-278
Persistent link: https://www.econbiz.de/10011398068
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Deception : the role of uncertain consequences
Dugar, Subhasish; Mitra, Arnab; Shahriar, Quazi - In: European economic review : EER 114 (2019), pp. 1-18
Persistent link: https://www.econbiz.de/10012238056
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Deconstructing uncertainty
Ma, Xiaohan; Samaniego, Roberto M. - In: European economic review : EER 119 (2019), pp. 22-41
Persistent link: https://www.econbiz.de/10012263284