稀疏依赖结构下的非零和再保险与投资博弈：均值-方差溢价原理

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2024-01-30 DOI:10.1080/03461238.2024.2307625

Caibin Zhang, Zhibin Liang

引用次数: 0

摘要

本文考虑了在预期指数效用下，两个竞争性保险公司之间的非零和随机差分再保险和投资博弈。假设盈余的...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle

This paper considers a non-zero-sum stochastic differential reinsurance and investment game between two competitive insurers under the expected exponential utility. It is assumed that the surplus p...

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.