{"title":"具有违约风险和跳跃性的保险人和再保险人的稳健优化再保险和投资策略","authors":"Qiang Zhang, Weiwei Wang, Qianqian Cui","doi":"10.1080/03610926.2024.2387835","DOIUrl":null,"url":null,"abstract":"In this article, we analyze a robust optimal reinsurance and investment problem in a model with default risks and jumps for a general company which holds shares of an insurer and a reinsurer. The i...","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-08-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Robust optimal reinsurance and investment strategy for an insurer and a reinsurer with default risks and jumps\",\"authors\":\"Qiang Zhang, Weiwei Wang, Qianqian Cui\",\"doi\":\"10.1080/03610926.2024.2387835\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this article, we analyze a robust optimal reinsurance and investment problem in a model with default risks and jumps for a general company which holds shares of an insurer and a reinsurer. The i...\",\"PeriodicalId\":0,\"journal\":{\"name\":\"\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0,\"publicationDate\":\"2024-08-21\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1080/03610926.2024.2387835\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/03610926.2024.2387835","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Robust optimal reinsurance and investment strategy for an insurer and a reinsurer with default risks and jumps
In this article, we analyze a robust optimal reinsurance and investment problem in a model with default risks and jumps for a general company which holds shares of an insurer and a reinsurer. The i...
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