Robust Optimal Reinsurance, Investment,and Surplus Allocation for Epstein-Zin Preferences

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Guo, Junyi, Li, Jianxuan, Zhou, Qianqian
Format:	Preprint
Published:	2026
Subjects:	Optimization and Control
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2605.18145