均值-方差保费原则下具有模糊厌恶的两个竞争保险公司的随机微分再保险博弈

Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle

Annals of Operations Research · 2024
被引 7
ABS 3
保险精算随机控制博弈论模糊厌恶再保险