Portfolio selections for insurers with ambiguity aversion : minimizing the probability of ruin
Bing Liu, Lihong Zhang and Ming Zhou
| Year of publication: |
2024
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|---|---|
| Authors: | Liu, Bing ; Zhang, Lihong ; Zhou, Ming |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 56.2024, 12, p. 1423-1439
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| Subject: | ambiguity aversion | HJB equation | model misspecification | portfolio selection | probability of ruin | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikoaversion | Risk aversion | Wahrscheinlichkeitsrechnung | Probability theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikomodell | Risk model | Risiko | Risk | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2023.2176453 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014471101