Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer
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Publication:5039793
DOI10.1080/03610926.2021.1873379OpenAlexW3129342677MaRDI QIDQ5039793
Yajie Wang, Danping Li, Hui Zhao, Xi-Min Rong
Publication date: 4 October 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2021.1873379
stochastic volatilitymean-variance criteriontime-consistent strategyreinsurance and investmentinsurer and reinsurer
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