File Download
Links for fulltext
(May Require Subscription)
- Publisher Website: 10.1080/03461238.2017.1309679
- Scopus: eid_2-s2.0-85017138671
- WOS: WOS:000423878900004
- Find via
Supplementary
- Citations:
- Appears in Collections:
Article: Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps
Title | Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps |
---|---|
Authors | |
Keywords | ambiguity-averse insurer excess-of-loss reinsurance and investment jump-diffusion model Robust optimal control utility maximization |
Issue Date | 2018 |
Publisher | Taylor & Francis Scandinavia. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/03461238.asp |
Citation | Scandinavian Actuarial Journal, 2018, v. 2018 n. 2, p. 145-171 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/260588 |
ISSN | 2023 Impact Factor: 1.6 2023 SCImago Journal Rankings: 0.967 |
ISI Accession Number ID |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Li, D | - |
dc.contributor.author | Zeng, Y | - |
dc.contributor.author | Yang, H | - |
dc.date.accessioned | 2018-09-14T08:44:08Z | - |
dc.date.available | 2018-09-14T08:44:08Z | - |
dc.date.issued | 2018 | - |
dc.identifier.citation | Scandinavian Actuarial Journal, 2018, v. 2018 n. 2, p. 145-171 | - |
dc.identifier.issn | 0346-1238 | - |
dc.identifier.uri | http://hdl.handle.net/10722/260588 | - |
dc.language | eng | - |
dc.publisher | Taylor & Francis Scandinavia. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/03461238.asp | - |
dc.relation.ispartof | Scandinavian Actuarial Journal | - |
dc.rights | This is an electronic version of an article published in Scandinavian Actuarial Journal, 2018, v. 2018 n. 2, p. 145-171. Scandinavian Actuarial Journal is available online at: https://www.tandfonline.com/doi/full/10.1080/03461238.2017.1309679 | - |
dc.subject | ambiguity-averse insurer | - |
dc.subject | excess-of-loss reinsurance and investment | - |
dc.subject | jump-diffusion model | - |
dc.subject | Robust optimal control | - |
dc.subject | utility maximization | - |
dc.title | Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps | - |
dc.type | Article | - |
dc.identifier.email | Yang, H: hlyang@hku.hk | - |
dc.identifier.authority | Yang, H=rp00826 | - |
dc.description.nature | postprint | - |
dc.identifier.doi | 10.1080/03461238.2017.1309679 | - |
dc.identifier.scopus | eid_2-s2.0-85017138671 | - |
dc.identifier.hkuros | 290886 | - |
dc.identifier.volume | 2018 | - |
dc.identifier.issue | 2 | - |
dc.identifier.spage | 145 | - |
dc.identifier.epage | 171 | - |
dc.identifier.isi | WOS:000423878900004 | - |
dc.publisher.place | Sweden | - |
dc.identifier.issnl | 0346-1238 | - |