This paper analyzes the equilibrium strategy of a robust optimal reinsurance-investment
problem under the mean–variance criterion in a model with jumps for an ambiguity-averse …

In this paper, we determine a robust reinsurance contract from joint interests of the insurer
and reinsurer under the framework of Stackelberg differential game. More specifically, the …

This paper considers a robust optimal excess-of-loss reinsurance-investment problem in a
model with jumps for an ambiguity-averse insurer (AAI), who worries about ambiguity and …

This paper provides a derivative-based optimal investment strategy for an ambiguity-
adverse pension investor who faces not only risks from time-varying income and market …

This paper considers a robust optimal investment and reinsurance problem under model
ambiguity and default risk for an insurer, who can trade in a saving account, a stock and a …

In this paper, we investigate a robust optimal investment problem for an ambiguity-averse
member (AAM) of defined contribution (DC) pension plans with stochastic interest rate and …

In this paper, we study a robust optimal reinsurance–investment problem for a general
insurance company which holds shares of an insurance company and a reinsurance …

We study a dynamic Stackelberg differential game between a buyer and a seller of
insurance policies in a spectrally negative Lévy framework, in which both parties are …

This paper considers how to optimize reinsurance and investment decisions for an insurer
who has aversion to model ambiguity, who wants to take into consideration time-varying …

We investigate robust reinsurance contracts in two reinsurance modes, namely proportional
reinsurance and excess-loss reinsurance, in a continuous-time principal–agent framework …