Robust optimal investment and reinsurance for an insurer with inside information
Xingchun Peng, Fenge Chen, Wenyuan Wang
| Year of publication: |
2021
|
|---|---|
| Authors: | Peng, Xingchun ; Chen, Fenge ; Wang, Wenyuan |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 96.2021, p. 15-30
|
| Subject: | Investment | Reinsurance | Inside information | Model uncertainty | Donsker Delta function | Rückversicherung | Insiderhandel | Insider trading | Theorie | Theory | Asymmetrische Information | Asymmetric information | Portfolio-Management | Portfolio selection | Versicherung | Insurance | Adverse Selektion | Adverse selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2020.10.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012482740