@article{Yuying Zhao:1147, author = {Yuying Zhao,Yuzhen Wen}, title = {Optimal Investment and Proportional Reinsurance Strategies to Minimize the Probability of Drawdown Under Ambiguity Aversion}, publisher = {Acta mathematica scientia,Series A}, year = {2021}, journal = {Acta mathematica scientia, Series A}, volume = {41}, number = {4}, eid = {1147}, numpages = {18}, pages = {1147}, keywords = {;Ambiguity aversion;Probability of drawdown;Optimal robust investment and reinsurance strategies;Drift distortion}, url = {http://121.43.60.238/sxwlxbA/EN/abstract/article_16457.shtml}, doi = {} }