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A reinsurance game between two insurance companies with nonlinear risk processes
Meng, Hui; Li, Shuanming; Zhuo, Jin - In: Insurance / Mathematics & economics 62 (2015), pp. 91-97
Persistent link: https://www.econbiz.de/10011312085
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Optimal reinsurance under dynamic VaR constraint
Zhang, Nan; Zhuo, Jin; Li, Shuanming; Chen, Ping - In: Insurance / Mathematics & economics 71 (2016), pp. 232-243
Persistent link: https://www.econbiz.de/10011630794
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Stochastic asset allocation and reinsurance game under contagious claims
Liu, Guo; Zhuo, Jin; Li, Shuanming; Zhang, Jiannan - In: Finance research letters 49 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013479221