Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility

Hui Meng, Pengyu Wei, Wanlu Zhang, Sheng Chao Zhuang. Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility. SIAM J. Financial Math., 13(3):903-943, September 2022. [doi]

Authors

Hui Meng

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Pengyu Wei

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Wanlu Zhang

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Sheng Chao Zhuang

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