"Time-consistent equilibrium reinsurance-investment strategy for n ..."

Peng Yang, Zhiping Chen, Ying Xu (2020)

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DOI: 10.1016/J.CAM.2020.112769

access: open

type: Journal Article

metadata version: 2022-07-28

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Peng Yang, Zhiping Chen, Ying Xu:
Time-consistent equilibrium reinsurance-investment strategy for n competitive insurers under a new interaction mechanism and a general investment framework. J. Comput. Appl. Math. 374: 112769 (2020)

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