
CEV模型下考虑相对绩效的保险公司与再保险公司再保险-投资博弈
李九敏, 夏登峰, 费为银, 李冠军
系统科学与数学 ›› 2025, Vol. 45 ›› Issue (10) : 3228-3244.
CEV模型下考虑相对绩效的保险公司与再保险公司再保险-投资博弈
Reinsurance and Investment Game Between an Insurer and a Reinsurer with Relative Performance Concerns Under the CEV Model
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