Optimal reinsurance-investment problem for two competitive or cooperative insurers under two investment patterns

DOI10.1080/03610926.2022.2150060MaRDI QIDQ6541127zbMATH OpenFDO

Authors

Publication date 17 May 2024

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2022.2150060

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Optimal stochastic control (93E20)

Cites work

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Cited in

(1)

• Equilibrium per-loss reinsurance strategy with delay factors and ambiguity aversion under the cooperation framework

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