Robust Optimal Reinsurance and Investment with Inflation Influence from the Perspective of Ambiguity Aversion

YANG Peng

Journal of System Science and Mathematical Science Chinese Series ›› 2024, Vol. 44 ›› Issue (1) : 164-178.

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Journal of System Science and Mathematical Science Chinese Series ›› 2024, Vol. 44 ›› Issue (1) : 164-178. DOI: 10.12341/jssms23498

Robust Optimal Reinsurance and Investment with Inflation Influence from the Perspective of Ambiguity Aversion

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