Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model

Ailing Gu, Frederi G. Viens and Yang Shen

Year of publication:	2020
Authors:	Gu, Ailing ; Viens, Frederi G. ; Shen, Yang
Subject:	dynamic programming \| excess-of-loss reinsurance \| optimal investment strategy \| Principal-agent \| robust control \| Prinzipal-Agent-Theorie \| Agency theory \| Theorie \| Theory \| Rückversicherung \| Reinsurance \| Dynamische Optimierung \| Dynamic programming \| Moral Hazard \| Moral hazard \| Portfolio-Management \| Portfolio selection \| Risikoaversion \| Risk aversion \| Risikomodell \| Risk model

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