{"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":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"12 1","pages":""},"PeriodicalIF":0.6000,"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\":10531,\"journal\":{\"name\":\"Communications in Statistics - Theory and Methods\",\"volume\":\"12 1\",\"pages\":\"\"},\"PeriodicalIF\":0.6000,\"publicationDate\":\"2024-08-21\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Communications in Statistics - Theory and Methods\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1080/03610926.2024.2387835\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Communications in Statistics - Theory and Methods","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/03610926.2024.2387835","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","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...
期刊介绍:
The Theory and Methods series intends to publish papers that make theoretical and methodological advances in Probability and Statistics. New applications of statistical and probabilistic methods will also be considered for publication. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.