Robust reinsurance contract with learning and ambiguity aversion
Year of publication: |
2022
|
---|---|
Authors: | Hu, Duni ; Wang, Hailong |
Subject: | ambiguity | learning | Proportional reinsurance contract | robustness | utility loss | Rückversicherung | Reinsurance | Theorie | Theory | Risikoaversion | Risk aversion | Lernprozess | Learning process | Entscheidung unter Unsicherheit | Decision under uncertainty | Robustes Verfahren | Robust statistics | Lernen | Learning |
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