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A reinsurance game between two insurance companies with nonlinear risk processes
Meng, Hui; Li, Shuanming; Jin, Zhuo - In: Insurance / Mathematics & economics 62 (2015), pp. 91-97
Persistent link: https://www.econbiz.de/10011312085
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Stochastic asset allocation and reinsurance game under contagious claims
Liu, Guo; Jin, Zhuo; Li, Shuanming; Zhang, Jiannan - In: Finance research letters 49 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013479221