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]
@article{MengWZ24,
title = {Optimal Reinsurance Arrangement Under Heterogeneous Beliefs: A Unified Method with Piecewise Modification},
author = {Hui Meng and Yeshunying Wang and Ming Zhou},
year = {2024},
doi = {10.1137/23m1623859},
url = {https://doi.org/10.1137/23m1623859},
researchr = {https://researchr.org/publication/MengWZ24},
cites = {0},
citedby = {0},
journal = {SIAM J. Financial Math.},
volume = {15},
number = {4},
pages = {1020-1046},
}