Optimal reinsurance strategy with mean-variance premium principle and relative performance concern
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Publication:6667345
DOI10.1051/RO/2024205MaRDI QIDQ6667345
Publication date: 20 January 2025
Published in: RAIRO. Operations Research (Search for Journal in Brave)
(n)-person games, (n>2) (91A06) Stochastic games, stochastic differential games (91A15) Dynamic games (91A25)
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