Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility
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Cites work
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Cited in
(15)- Short communication: optimal insurance to maximize exponential utility when premium is computed by a convex functional
- Optimal insurance with counterparty and additive background risk
- A Stackelberg–Nash equilibrium with investment and reinsurance in mixed leadership game
- Optimal reinsurance arrangement under heterogeneous beliefs: a unified method with piecewise modification
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- Strategic underreporting and optimal deductible insurance
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