Showing 1 - 10 of 15
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...
Persistent link: https://www.econbiz.de/10014353541
Persistent link: https://www.econbiz.de/10014580776
Persistent link: https://www.econbiz.de/10014485260
Persistent link: https://www.econbiz.de/10014240301
Persistent link: https://www.econbiz.de/10010425641
Persistent link: https://www.econbiz.de/10010188732
Persistent link: https://www.econbiz.de/10013434053
Persistent link: https://www.econbiz.de/10012294954
Persistent link: https://www.econbiz.de/10012016324
Persistent link: https://www.econbiz.de/10012421911