ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER

Lv Chen, Yang Shen
  • Astin Bulletin, March 2018, Cambridge University Press
  • DOI: 10.1017/asb.2018.3

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http://dx.doi.org/10.1017/asb.2018.3

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