Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure.

Mon, 01 Jan 2024 00:00:00 +0100

Caibin Zhang, Zhibin Liang, Yu Yuan:
Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure. Eur. J. Oper. Res. 315(1): 213-227 (2024)