Work

Optimal Investment‐Reinsurance Design Under Asymmetric Nash Bargaining in a Square Root Factor Process for Jump‐Diffusion Risk Model

Year: 2026

Type: article

Source: Mathematical Methods in the Applied Sciences

DOI: 10.1002/mma.70743

Authors: Fengzhu Chang, Jia Yao, Junna Bi

Institution: East China Normal University

Language: English

Topic: Probability and Risk Models

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China

Award: G27574900

OpenAlex ID: W7154047856

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Cites: 21

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