Terra Cognita

A Stackelberg reinsurance-investment game under $\alpha$-maxmin mean-variance criterion and stochastic volatility

arxiv-nonexclusive link only — licence forbids redistribution arxiv 2022

Guohui Guan, Zongxia Liang, Yilun Song

arXiv preprint (q-fin.PM, math.OC, q-fin.MF).

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