The following publications are possibly variants of this publication:
- Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risksJiaqi Zhu, Guohui Guan, Shenghong Li. jcam, 374:112737, 2020. [doi]
- Optimal reinsurance and investment problem with default risk and bounded memoryChao Deng, Wenlong Bian, Baiyi Wu. ijcon, 93(12):2982-2994, 2020. [doi]
- Stochastic differential reinsurance games in diffusion approximation modelsShangzhen Luo, Mingming Wang, Wei Zhu. jcam, 386:113252, 2021. [doi]