Equilibrium reinsurance strategy and mean residual life function

DOI10.1007/s10255-024-1050-6zbMath1545.91267MaRDI QIDQ6565534

Lv Chen, Lin-Yi Qian, Danping Li, Wei Wang

Publication date: 2 July 2024

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

excess-of-loss reinsurancestochastic controlmean residual lifeinsurerreinsurer

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Actuarial mathematics (91G05)

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