Robust Optimal Per-loss Reinsurance Strategy for an Ambiguity-Averse Insurer#br#

Robust Optimal Per-loss Reinsurance Strategy for an Ambiguity-Averse Insurer#br#

WANG Yeshunying, MENG Hui, LIAO Pu

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PDF(779 KB)

CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2023, Vol. 39 ›› Issue (6) : 859-878. DOI: 10.3969/j.issn.1001-4268.2023.06.006

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Robust Optimal Per-loss Reinsurance Strategy for an Ambiguity-Averse Insurer#br#

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{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2023, 39(6): 859-878 https://doi.org/10.3969/j.issn.1001-4268.2023.06.006

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