Non-zero-sum reinsurance and investment game under thinning dependence structure : mean-variance premium principle
Year of publication: |
2024
|
---|---|
Authors: | Zhang, Caibin ; Liang, Zhibin |
Subject: | mean-variance premium | non-zero-sum game | reinsurance and investment | Thinning dependence | Rückversicherung | Reinsurance | Spieltheorie | Game theory | Investition | Investment |
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