Robust optimal reinsurance-investment problem for n competitive and cooperative insurers under ambiguity aversion
We investigate a robust optimal reinsurance-investment problem for $ n $ insurers under multiple interactions, which arise from the insurance market, the financial market, the competition mechanism and the cooperation mechanism. Each insurer's surplus process is assumed to follow a diffusion mo...
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| Format: | Article |
| Language: | English |
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AIMS Press
2023-08-01
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| Series: | AIMS Mathematics |
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| Online Access: | https://www.aimspress.com/article/doi/10.3934/math.20231283?viewType=HTML |