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 System Science and Mathematical Science Chinese Series ›› 2024

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Journal of System Science and Mathematical Science Chinese Series ›› 2024 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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