Robust investment for insurers with correlation ambiguity
Bingqian Cheng, Hao Wang, Lihong Zhang
| Year of publication: |
2024
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|---|---|
| Authors: | Cheng, Bingqian ; Wang, Hao ; Zhang, Lihong |
| Published in: |
The quarterly review of economics and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9769, ZDB-ID 2002261-X. - Vol. 93.2024, p. 247-257
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2023.11.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014494647