//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Gu, Ailing"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Robust optimization"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
2
Portfolio-Management
2
Reinsurance
2
Robust statistics
2
Robustes Verfahren
2
Rückversicherung
2
Theorie
2
Theory
2
CAPM
1
Equilibrium strategy
1
Jump-diffusion model
1
Mean-variance criterion
1
Mispricing
1
Optimal investment strategy
1
Proportional reinsurance
1
Reinsurance and investment
1
Robust control
1
Robust optimal control
1
Utility function
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Gu, Ailing
Hertog, Dirk den
21
Čížek, Pavel
12
Kleijnen, Jack P. C.
8
Ben-Tal, Aharon
7
Croux, Christophe
6
Melenberg, Bertrand
4
Gorissen, Bram L.
3
Postek, Krzysztof Stanisław
3
Brekelmans, Ruud
2
Dehon, Catherine
2
Dellino, Gabriella
2
Gijbels, Irène
2
Goegebeur, Yuri
2
Guan, Guohui
2
Guillou, Armelle
2
Laeven, Roger J. A.
2
Li, Danping
2
Li, Zhongfei
2
Liang, Zongxia
2
Mahieu, Koen
2
Meloni, Carlo
2
Pitselis, Georgios
2
Rennen, Gijs
2
Vial, Jean-Philippe
2
Viens, Frederi G.
2
Yao, Haixiang
2
Zeng, Yan
2
Zhen, Jianzhe
2
Aquaro, M.
1
Aquaro, Michele
1
Asimit, Alexandru V.
1
Badounas, Ioannis
1
Bellini, Fabio
1
Birghila, Corina
1
Blanc, Hans
1
Cai, Jun
1
Chen, Bingzheng
1
Chen, Zhiping
1
Cooley, Daniel
1
more ...
less ...
Published in...
All
Discussion paper / Center for Economic Research, Tilburg University
Insurance / Mathematics & economics
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing
Gu, Ailing
;
Viens, Frederi G.
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 93-109
Persistent link: https://www.econbiz.de/10011872916
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->