Robust equilibrium reinsurance and investment strategy for the insurer and reinsurer under weighted mean-variance criterion
From MaRDI portal
Publication:6193399
DOI10.3934/era.2023323MaRDI QIDQ6193399
Haiyan Liu, Mi Chen, Yiming Su
Publication date: 13 February 2024
Published in: Electronic Research Archive (Search for Journal in Brave)
ambiguity aversionconstant elasticity of variance modelinsurer and reinsurerloss-dependent premium principleweighted mean-variance criterion
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