Robust Optimal Reinsurance and Investment Toward Joint Interests of the Insurer and the Reinsurer Under Correlated Claims

YANG Peng

Acta Mathematicae Applicatae Sinica ›› 2024, Vol. 47 ›› Issue (5) : 721-738.

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Acta Mathematicae Applicatae Sinica ›› 2024, Vol. 47 ›› Issue (5) : 721-738. DOI: 10.20142/j.cnki.amas.202401067

Robust Optimal Reinsurance and Investment Toward Joint Interests of the Insurer and the Reinsurer Under Correlated Claims

  • YANG Peng
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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2024, 47(5): 721-738 https://doi.org/10.20142/j.cnki.amas.202401067

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