{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,12,9]],"date-time":"2025-12-09T08:29:34Z","timestamp":1765268974574,"version":"3.40.5"},"reference-count":22,"publisher":"American Institute of Mathematical Sciences (AIMS)","issue":"5","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["MFC"],"published-print":{"date-parts":[[2025]]},"DOI":"10.3934\/mfc.2024019","type":"journal-article","created":{"date-parts":[[2024,4,18]],"date-time":"2024-04-18T09:40:20Z","timestamp":1713433220000},"page":"674-688","source":"Crossref","is-referenced-by-count":1,"title":["Robust optimal dividend and reinsurance under model uncertainty"],"prefix":"10.3934","volume":"8","author":[{"given":"Yongxia","family":"Zhao","sequence":"first","affiliation":[]},{"given":"Xue","family":"Gong","sequence":"additional","affiliation":[{"name":"School of Statistics and Date Science, Qufu Normal University, China"}]}],"member":"2321","reference":[{"key":"key-10.3934\/mfc.2024019-1","unstructured":"<p>E. W. Anderson, L. P. Hansen, T. J. Sargent, N. We and New For, <i>Robustness, Detection and the Price of Risk<\/i>, Stanford University, Manuscript, 2000.<\/p>"},{"key":"key-10.3934\/mfc.2024019-2","doi-asserted-by":"publisher","DOI":"10.1016\/j.jet.2018.09.006"},{"key":"key-10.3934\/mfc.2024019-3","doi-asserted-by":"publisher","DOI":"10.2307\/2152750"},{"key":"key-10.3934\/mfc.2024019-4"},{"key":"key-10.3934\/mfc.2024019-5","doi-asserted-by":"publisher","DOI":"10.1080\/03610926.2020.1845737"},{"key":"key-10.3934\/mfc.2024019-6","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.2006.00281.x"},{"key":"key-10.3934\/mfc.2024019-7"},{"key":"key-10.3934\/mfc.2024019-8","doi-asserted-by":"publisher","DOI":"10.1016\/j.insmatheco.2021.03.029"},{"key":"key-10.3934\/mfc.2024019-9","doi-asserted-by":"publisher","DOI":"10.1016\/j.jet.2004.12.006"},{"key":"key-10.3934\/mfc.2024019-10","doi-asserted-by":"publisher","DOI":"10.1515\/9781400829385"},{"key":"key-10.3934\/mfc.2024019-11","doi-asserted-by":"publisher","DOI":"10.1080\/03461238.2016.1274270"},{"key":"key-10.3934\/mfc.2024019-12","doi-asserted-by":"publisher","DOI":"10.1016\/j.ejor.2017.10.061"},{"key":"key-10.3934\/mfc.2024019-13"},{"key":"key-10.3934\/mfc.2024019-14","doi-asserted-by":"publisher","DOI":"10.1007\/s00186-011-0376-z"},{"key":"key-10.3934\/mfc.2024019-15","doi-asserted-by":"publisher","DOI":"10.1016\/j.cam.2018.08.049"},{"key":"key-10.3934\/mfc.2024019-16","doi-asserted-by":"publisher","DOI":"10.1080\/03461238.2019.1683761"},{"key":"key-10.3934\/mfc.2024019-17","unstructured":"<p>Z. Wang, X. Zhu, S. Qu, F. Nadeem and B. Zhang, Distributionally robust sparse portfolio optimization model under satisfaction criterion, <i>Math. Found. Comuput.<\/i>, (2023).<\/p>"},{"key":"key-10.3934\/mfc.2024019-18","doi-asserted-by":"publisher","DOI":"10.1080\/17442508.2022.2124114"},{"key":"key-10.3934\/mfc.2024019-19","doi-asserted-by":"publisher","DOI":"10.1016\/j.insmatheco.2013.08.011"},{"key":"key-10.3934\/mfc.2024019-20","doi-asserted-by":"publisher","DOI":"10.1080\/03461238.2014.883085"},{"key":"key-10.3934\/mfc.2024019-21","doi-asserted-by":"publisher","DOI":"10.1080\/03461238.2021.1971756"},{"key":"key-10.3934\/mfc.2024019-22","doi-asserted-by":"publisher","DOI":"10.1016\/j.insmatheco.2009.04.001"}],"container-title":["Mathematical Foundations of Computing"],"original-title":[],"deposited":{"date-parts":[[2025,5,9]],"date-time":"2025-05-09T11:10:44Z","timestamp":1746789044000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.aimsciences.org\/\/article\/doi\/10.3934\/mfc.2024019"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2025]]},"references-count":22,"journal-issue":{"issue":"5","published-print":{"date-parts":[[2025]]}},"URL":"https:\/\/doi.org\/10.3934\/mfc.2024019","relation":{},"ISSN":["2577-8838"],"issn-type":[{"type":"electronic","value":"2577-8838"}],"subject":[],"published":{"date-parts":[[2025]]}}}