Equilibrium Reinsurance Strategy and Mean Residual Life Function
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Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s10255-024-1050-6.pdf
Reference33 articles.
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3. Bai, Y., Zhou, Z., Xiao, H., Gao, R., Zhong, F. A hybrid stochastic differential reinsurance and investment game with bounded memory. Eur. J. Oper. Res., 296(2): 717–737 (2022)
4. Bayraktar, E., Zhang, Y. Minimizing the probability of lifetime ruin under ambiguity aversion. SIAM J. Control Optim., 53(1): 58–90 (2015)
5. Bi, J., Meng, Q., Zhang, Y. Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer. Ann. Oper. Res., 212(1): 43–59 (2014)
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