Robust investment for insurers with correlation ambiguity

Bingqian Cheng, Hao Wang, Lihong Zhang

Year of publication:	2024
Authors:	Cheng, Bingqian ; Wang, Hao ; Zhang, Lihong
Subject:	-expectation theory \| Correlation ambiguity \| Decision analysis \| Insurer’s surplus process \| Robust optimization \| Robustes Verfahren \| Robust statistics \| Entscheidung unter Unsicherheit \| Decision under uncertainty \| Korrelation \| Correlation \| Versicherung \| Insurance \| Risikomodell \| Risk model \| Versicherungsökonomik \| Economics of insurance \| Entscheidungstheorie \| Decision theory \| Entscheidung unter Risiko \| Decision under risk

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