Optimal Reinsurance Arrangement Under Heterogeneous Beliefs: A Unified Method with Piecewise Modification

Hui Meng, Yeshunying Wang, Ming Zhou. Optimal Reinsurance Arrangement Under Heterogeneous Beliefs: A Unified Method with Piecewise Modification. SIAM J. Financial Math., 15(4):1020-1046, 2024. [doi]

Abstract

Abstract is missing.