This paper investigates a Stackelberg game between an insurer and a reinsurer under the α-maxmin mean-variance criterion. The insurer can purchase per-loss reinsurance from the reinsurer. With the ...

中文翻译：

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α-maxmin 均值方差准则和随机波动率下的 Stackelberg 再保险投资博弈

本文研究了 α-maxmin 均值方差准则下保险公司和再保险公司之间的 Stackelberg 博弈。保险公司可以向再保险公司购买按损失再保险。随着...