Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility
Guohui Guan and Xiaojun Wang
| Year of publication: |
2020
|
|---|---|
| Authors: | Guan, Guohui ; Wang, Xiaojun |
| Subject: | Excess-of-loss reinsurance | investment | Nash equilibrium | proportional reinsurance | smooth ambiguity | time-consistent strategy | Rückversicherung | Reinsurance | Theorie | Theory | Nash-Gleichgewicht | Zeitkonsistenz | Time consistency | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Versicherung | Insurance |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2020.1719880 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012313721