Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure
C Zhang, Z Liang, Y Yuan - European Journal of Operational Research, 2024 - Elsevier
This paper investigates a non-zero-sum stochastic differential investment and reinsurance
game between an insurer and a reinsurer. It is assumed that the insurer can purchase …
game between an insurer and a reinsurer. It is assumed that the insurer can purchase …
[PDF][PDF] Remarks On Fixed Point Approaches To Insurance and Finance
R Voutilainen - Journal of Insurance and Financial Management, 2023 - academia.edu
Fixed point theory has been applied to various practical problems of insurance and finance
during several decades. In our earlier paper (Voutilainen, 2022) we have presented problem …
during several decades. In our earlier paper (Voutilainen, 2022) we have presented problem …