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Chen Peimin
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2023
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Investment-reinsurance
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THE OPTIMAL INVESTMENT-REINSURANCE STRATEGIES FOR AMBIGUITY AVERSION INSURER IN UNCERTAIN ENVIRONMENT
Journal article
Journal of Industrial and Management Optimization,2023, volume: 19, issue: 6, pages: 4551-4590
Authors:
Zhou, Xia
;
Chen, Peimin
;
Zhang, Jiawei
;
Tu, Jingwen
;
He, Yong
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Submit date：2025/03/25
ambiguity
incomplete markets
Investment-reinsurance
utility loss
worst-case
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