Optimal reinsurance pricing, risk sharing and investment strategies in a joint reinsurer-insurer framework

DOI10.1093/IMAMAN/DPAC002OpenAlexW4212864758MaRDI QIDQ6199430

Zhiping Chen, Peng Yang

Publication date: 23 February 2024

Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imaman/dpac002

zbMATH Keywords

competitioninvestmentmean-variance criterionrelative performancereinsurance priceclaim risk sharing strategy

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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