Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities

Ya Huang, Yao Ouyang, Lingxiao Tang, Jieming Zhou. Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities. J. Computational Applied Mathematics, 344:532-552, 2018. [doi]

Abstract

Abstract is missing.