Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure
Author:
Funder
National Natural Science Foundation of China
Natural Science Foundation of Jiangsu Province
Publisher
Elsevier BV
Reference39 articles.
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Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Time-consistent mean-variance risk sharing and reinsurance for an insurance group in a Stackelberg differential game;Journal of Industrial and Management Optimization;2024
2. Stochastic differential games on investment, consumption and proportional reinsurance under the CEV model;Journal of Industrial and Management Optimization;2024
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