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~subject:"Reinsurance"
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Viens, Frederi G.
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Gu, Ailing
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Insurance / Mathematics & economics
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Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model
Gu, Ailing
;
Chen, Shumin
;
Li, Zhongfei
;
Viens, Frederi G.
- In:
Scandinavian actuarial journal
2022
(
2022
)
9
,
pp. 749-774
Persistent link: https://www.econbiz.de/10013419039
Saved in:
2
Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model
Gu, Ailing
;
Viens, Frederi G.
;
Shen, Yang
- In:
Scandinavian actuarial journal
2020
(
2020
)
4
,
pp. 342-375
Persistent link: https://www.econbiz.de/10012262741
Saved in:
3
Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing
Gu, Ailing
;
Viens, Frederi G.
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 93-109
Persistent link: https://www.econbiz.de/10011872916
Saved in:
4
Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity
Gu, Ailing
;
Viens, Frederi G.
;
Yi, Bo
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 235-249
Persistent link: https://www.econbiz.de/10011694708
Saved in:
5
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:
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