Robust reinsurance contracts in continuous time-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Robust reinsurance contracts in continuous time

Published:2016-12-30 Issue:1 Volume:2018 Page:1-22
ISSN:0346-1238
Container-title:Scandinavian Actuarial Journal
language:en
Short-container-title:Scandinavian Actuarial Journal

Author:

Hu Duni¹,Chen Shou¹,Wang Hailong¹

Affiliation:

1. College of Business Administration, Hunan University, Changsha, P.R. China.

Funder

National Natural Science Foundation of China

National Natural Science Foundations of China

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03461238.2016.1274270

Reference36 articles.

1. A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection

2. A class of non-zero-sum stochastic differential investment and reinsurance games

3. Robust portfolio choice with ambiguity and learning about return predictability

4. Ambiguity, Risk, and Asset Returns in Continuous Time

Cited by 30 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Reinsurance contracts under Stackelberg game and market equilibrium;RAIRO - Operations Research;2024-09

2. A Stackelberg–Nash equilibrium with investment and reinsurance in mixed leadership game;Scandinavian Actuarial Journal;2024-01-25

3. Robust optimal dividend and reinsurance under model uncertainty;Mathematical Foundations of Computing;2024

4. Optimal robust reinsurance contracts with investment strategy under variance premium principle;Mathematical Control and Related Fields;2024

5. Stackelberg reinsurance chain under model ambiguity;Scandinavian Actuarial Journal;2023-09-07

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3