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Chen Peimin
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2022
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Ambiguity
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North American Journal of E...
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An analytical solution for the robust investment-reinsurance strategy with general utilities
Journal article
North American Journal of Economics and Finance,2022, volume: 63
Authors:
He, Yong
;
Zhou, Xia
;
Chen, Peimin
;
Wang, Xiaoyang
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Submit date：2025/03/25
Ambiguity
General utility function
Hamilton–Jacobi–Bellman (HJB) equation
Homotopy analysis method
Taylor series expansion
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