Distributionally Robust Reinsurance under Robust Optimized Certainty Equivalent Risk Measure
[Submitted on 10 Jun 2026]
·
2026-06-11
·
via math updates on arXiv.org
arXiv:2606.11855v1 Announce Type: new Abstract: In this paper, we introduce a class of preference robust risk…
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。