OPTIMAL REINSURANCE STRATEGY WITH MEAN-VARIANCE PREMIUM PRINCIPLE AND RELATIVE PERFORMANCE CONCERN

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作者：
School of Management, Guangdong University of Technology, Guangzhou [1 ]
510006, China
不详 [2 ]
510006, China
机构：
来源：
RAIRO Oper. Res. | / 6卷 / 5211-5236期
基金：
中国国家自然科学基金;
关键词：
Exponential functions - Insurance - Optimal control systems - Robust control;
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