Robust Dividend, Financing, and Reinsurance Strategies Under Model Uncertainty with Proportional Transaction Costs

Figures & data

FIGURE 1. Effect of $\gamma$ on $V(x).$

FIGURE 2. Effect of $\alpha$ on $V(x).$

FIGURE 3. Effect of $\gamma$ on $x^{*}.$

FIGURE 4. Effect of $\alpha$ on $x^{*}.$

FIGURE 5. Effect of $\gamma$ on the Robust Reinsurance Strategy When $\alpha =1.5.$

FIGURE 6. Effect of $\gamma$ on the Robust Reinsurance Strategy When $\alpha =3.$

FIGURE 7. Effect of $\alpha$ on the Robust Reinsurance Strategy.