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"Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility."

Hui Meng et al. (2022)

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DOI: 10.1137/21M1411093

access: closed

type: Journal Article

metadata version: 2023-05-17

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  dblp key:
  - journals/siamfm/MengWZZ22
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  - https://dblp.org/rec/journals/siamfm/MengWZZ22
Hui Meng, Pengyu Wei, Wanlu Zhang, Sheng Chao Zhuang:
Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility. SIAM J. Financial Math. 13(3): 903-943 (2022)

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