Stochastic differential reinsurance and investment games with delay under VaR constraints⋆
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Cited in
(4)- Robust investment and proportional reinsurance strategy with delay and jumps in a stochastic Stackelberg differential game
- A multi-layer stochastic differential investment and reinsurance game with a dynamic contagion claim model
- Stackelberg investment and reinsurance game under dynamic CVaR constraints
- Stackelberg reinsurance-investment game with smooth ambiguity under inside information
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