A non-zero-sum investment and reinsurance game between two mean–variance insurers with dynamic CVaR constraints
| Autor: | Peng, Xingchun, Wang, Yushuang |
|---|---|
| Zdroj: | In North American Journal of Economics and Finance January 2024 70 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect