Optimal XL-insurance under Wasserstein-type ambiguity
Year of publication: |
2019
|
---|---|
Authors: | Birghila, Corina ; Pflug, Georg |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 88.2019, p. 30-43
|
Subject: | Insurance contract | Model error | Minimax solution | Distributional robustness | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Robustes Verfahren | Robust statistics |
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