Optimal reinsurance-investment problem for the insurer and reinsurer with asymmetric information in principal-agent model.

Thu, 01 Jan 2026 00:00:00 +0100

Yu Yuan, Tianzi Jia, Zhibin Liang:
Optimal reinsurance-investment problem for the insurer and reinsurer with asymmetric information in principal-agent model. J. Comput. Appl. Math. 485: 117436 (2026)