The number of insurance companies recently have increased dramatically, some insurance businesses of insurance companies tend to be the same, but their wealth and risk preference are different. Therefore, this paper studies the reinsurance investment game between insurers with the same insurance...

This short paper analyzes the effect of heterogeneity of markets in terms of income on the exclusion of markets under uniform price by considering linear demand curves in all markets. We show that more markets (and consumers) are excluded the higher are the inter-market income differences, and...

Low temperature and low air pressure in the upper atmosphere would cause low fuel inlet temperature and air flowrate in aero-engine combustion chamber. A system including a burner normally used in actual aero engines was established to study swirl-stabilized kerosene spray combustion at...

In this paper, we investigate a investment-reinsurance game problem with delay and ambiguity aversionfor two insurers under mean-variance preference. Each insurer can purchase proportional reinsurancewhose surplus process is a diffusion approximation process, and invest oneself's wealth in a...

Most literatures about robust optimal reinsurance-investment problem aim to maximum the value function under the worst-case scenario, but some insurers are optimistic, so it is more reasonable to consider a more smooth criterion named $\alpha$-maxmin criterion which seek a balance between the...