模糊厌恶下最小Drawdown概率的最优投资再保险策略
Optimal Investment and Proportional Reinsurance Strategies to Minimize the Probability of Drawdown Under Ambiguity Aversion
模糊厌恶下最小Drawdown概率的最优投资再保险策略 |
| 赵玉莹,温玉珍 |
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Optimal Investment and Proportional Reinsurance Strategies to Minimize the Probability of Drawdown Under Ambiguity Aversion |
| Yuying Zhao,Yuzhen Wen |
| 图 3 不同模糊厌恶水平下扭曲夏普比率和扭曲漂移 |
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