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isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Asimit, Alexandru V."
~person:"Badounas, Ioannis"
~person:"Zeng, Yan"
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Asimit, Alexandru V.
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Zeng, Yan
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Insurance / Mathematics & economics
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Optimal robust insurance with a finite uncertainty set
Asimit, Alexandru V.
;
Hu, Junlei
;
Xie, Yuantao
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 67-81
Persistent link: https://www.econbiz.de/10012058915
Saved in:
2
Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps
Zeng, Yan
;
Li, Danping
;
Gu, Ailing
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 138-152
Persistent link: https://www.econbiz.de/10011442729
Saved in:
3
Robust loss reserving in a log-linear model
Pitselis, Georgios
;
Grigoriadou, Vasiliki
;
Badounas, Ioannis
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 14-27
Persistent link: https://www.econbiz.de/10011396856
Saved in:
4
Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
Yi, Bo
;
Li, Zhongfei
;
Viens, Frederi G.
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 601-614
Persistent link: https://www.econbiz.de/10010227929
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