Robust Risk Control with Reinsurance and CAT Bonds
Y Li, P Wei - North American Actuarial Journal, 2024 - Taylor & Francis
This research studies robust risk control policies for an ambiguity-averse insurer. The insurer
can manage its risk exposure through the purchase of reinsurance and the issuance of …
can manage its risk exposure through the purchase of reinsurance and the issuance of …