Open AccessThe optimal investment-reinsurance strategies for ambiguity aversion insurer in uncertain environment
Author(s) -
Xia Zhou,
Peimin Chen,
Jiawei Zhang,
Jingwen Tu,
He Yong
Publication year - 2022
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2022141
Subject(s) - reinsurance , ambiguity , ambiguity aversion , economics , volatility (finance) , stock (firearms) , actuarial science , econometrics , investment (military) , microeconomics , financial economics , computer science , mechanical engineering , politics , law , political science , engineering , programming language
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