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~isPartOf:"Scandinavian actuarial journal"
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Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein-Uhlenbeck process
Dong, Xue
;
Rong, Ximin
;
Zhao, Hui
- In:
Scandinavian actuarial journal
2023
(
2023
)
6
,
pp. 565-597
Persistent link: https://www.econbiz.de/10014383862
Saved in:
2
Mutual aid insurance with a three-state Markov chain
Ti, Ruotian
;
Rong, Ximin
;
Tao, Cheng
;
Zhao, Hui
- In:
Scandinavian actuarial journal
2024
(
2024
)
9
,
pp. 910-934
Persistent link: https://www.econbiz.de/10015188222
Saved in:
3
A class of nonzero-sum investment and reinsurance games subject to systematic risks
Siu, Chi Chung
;
Yam, Sheung Chi Phillip
;
Yang, Hailiang
; …
- In:
Scandinavian actuarial journal
(
2017
)
8
,
pp. 670-707
Persistent link: https://www.econbiz.de/10011848596
Saved in:
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