Equilibrium per-loss reinsurance strategy with delay factors and ambiguity aversion under the cooperation framework
Author:
Affiliation:
1. School of Mathematical Sciences and Institute of Finance and Statistics, Nanjing Normal University, Nanjing 210023, China
Publisher
American Institute of Mathematical Sciences (AIMS)
Reference42 articles.
1. Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston’s SV model
2. A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection
3. Insurance with multiple insurers: A game-theoretic approach
4. Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis
5. Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
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