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The investment and reinsurance game of insurers and reinsurers with default risk under CEV model.

Wenjing HaoZhijian QiuLu Li
Published in: RAIRO Oper. Res. (2023)
Keyphrases
  • computational model
  • probabilistic model
  • cost function
  • theoretical analysis
  • experimental data
  • high level
  • decision making
  • prior knowledge
  • mathematical model
  • risk assessment