Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle
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Publication:6609074
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Cites work
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- Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model
- Non-zero-sum reinsurance and investment game with correlation between insurance market and financial market under CEV model
- Non-zero-sum stochastic differential reinsurance and investment games with default risk
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Cited in
(3)- Stackelberg equilibrium reinsurance contract with smooth ambiguity under thinning-dependence framework
- n -Agent reinsurance and investment games for mean-variance insurers under multivariate 4/2 stochastic covariance model
- Alpha-maxmin mean-variance reinsurance and investment Stackelberg game with competition
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