Optimal investment and reinsurance of an insurer with model uncertainty
Xin Zhang, Tak Kuen Siu
| Year of publication: |
2009
|
|---|---|
| Authors: | Zhang, Xin ; Siu, Tak Kuen |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 45.2009, 1, p. 81-88
|
| Subject: | Rückversicherung | Reinsurance | Theorie | Theory | Risiko | Risk | Risikoaversion | Risk aversion | Versicherung | Insurance | Portfolio-Management | Portfolio selection | Risikomodell | Risk model | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009517594