The optimal reinsurance-investment problem considering the joint interests of an insurer and a reinsurer under HARA utility
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Publication:2088149
DOI10.1007/s10473-023-0107-6OpenAlexW4306679469MaRDI QIDQ2088149
Yan Zhang, Peibiao Zhao, Huaren Zhou
Publication date: 21 October 2022
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10473-023-0107-6
Utility theory (91B16) Special integral transforms (Legendre, Hilbert, etc.) (44A15) Actuarial mathematics (91G05)
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