Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle.

Mon, 01 Apr 2024 01:00:00 +0200

Yu Yuan , Kexin Wang, Caibin Zhang :
Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle. Ann. Oper. Res. 335(1): 441-467 (2024)