VaR约束下两个相互竞争保险公司的最优再保险投资策略

何新亚, 谷爱玲

Optimal reinsurance investment strategies of two competing insurance companies under VaR constraints

Xinya HE, Ailing GU

运筹学学报 . 2023, (3): 1 -20 . DOI: 10.15960/j.cnki.issn.1007-6093.2023.03.001