In this paper, we investigate a investment-reinsurance game problem with delay and ambiguity aversionfor two insurers under mean-variance preference. Each insurer can purchase proportional reinsurancewhose surplus process is a diffusion approximation process, and invest oneself's wealth in a...

The number of insurance companies recently have increased dramatically, some insurance businesses of insurance companies tend to be the same, but their wealth and risk preference are different. Therefore, this paper studies the reinsurance investment game between insurers with the same insurance...