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
Awarded by Nature Science Foundation of China
Awarded by MOE Project of Key Research Institute of Humanities and Social Science in universities
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.