Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model
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DOI: 10.1080/02331934.2020.1789130
Abstract: This paper considers a non-zero-sum stochastic differential game between two competitive mean-variance insurers, who aim to seek the time-consistent reinsurance and investment strategies. These two... read more here.
Keywords: non zero; variance insurers; mean variance; game two ... See more keywords