Journal article

A reinsurance game between two insurance companies with nonlinear risk processes

Hui Meng, Shuanming Li, Zhuo Jin

Insurance: Mathematics and Economics | ELSEVIER SCIENCE BV | Published : 2015

Grants

Awarded by Nature Science Foundation of China


Awarded by MOE Project of Key Research Institute of Humanities and Social Science in universities


Funding Acknowledgements

We gratefully acknowledge the valuable comments and suggestions of anonymous referees on the model framework and numerical analysis. Hui Meng was supported by the Nature Science Foundation of China (11271385), the MOE Project of Key Research Institute of Humanities and Social Science in universities (14JJD790001) and the Program for Innovation Research in Central University of Finance and Economics. Zhuo Jin's research was supported in part by Faculty Research Grant by The University of Melbourne.