Reinsurance and Investment Game Between an Insurer and a Reinsurer with Relative Performance Concerns Under the CEV Model

LI Jiumin, XIA Dengfeng, FEI Weiyin, LI Guanjun

Journal of Systems Science and Mathematical Sciences ›› 2025, Vol. 45 ›› Issue (10) : 3228-3244.

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Journal of Systems Science and Mathematical Sciences ›› 2025, Vol. 45 ›› Issue (10) : 3228-3244. DOI: 10.12341/jssms240289

Reinsurance and Investment Game Between an Insurer and a Reinsurer with Relative Performance Concerns Under the CEV Model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2025, 45(10): 3228-3244 https://doi.org/10.12341/jssms240289

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