Journal article
Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints
Ning Wang, Nan Zhang, Zhuo Jin, Linyi Qian
Insurance Mathematics and Economics | ELSEVIER | Published : 2021
Grants
Awarded by National Social Science Foundation Key Program, China
Awarded by National Natural Science Foundation of China
Awarded by State Key Program of National Natural Science Foundation of China
Awarded by 111 Project, China
Awarded by Research Grants Council of the Hong Kong Special Administrative Region, China
Funding Acknowledgements
We thank the editor and the referees for their helpful comments. This work was supported in part by the National Social Science Foundation Key Program, China (17ZDA091), National Natural Science Foundation of China (11901201, 11771147, 11971172, 11871220), the State Key Program of National Natural Science Foundation of China (71931004), the 111 Project, China (B14019), Research Grants Council of the Hong Kong Special Administrative Region, China (HKU 17330816) and Faculty Research Grant of The University of Melbourne, Australia.