当前位置：
X-MOL 学术
›
Scand. Actuar. J.
›
论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle
Scandinavian Actuarial Journal ( IF 1.8 ) Pub Date : 2024-01-30 , DOI: 10.1080/03461238.2024.2307625 Caibin Zhang 1 , Zhibin Liang 2
Scandinavian Actuarial Journal ( IF 1.8 ) Pub Date : 2024-01-30 , DOI: 10.1080/03461238.2024.2307625 Caibin Zhang 1 , Zhibin Liang 2
Affiliation
This paper considers a non-zero-sum stochastic differential reinsurance and investment game between two competitive insurers under the expected exponential utility. It is assumed that the surplus p...
更新日期：2024-01-30
京公网安备 11010802027423号