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Cited article:

Optimal reinsurance-investment problem for two competitive or cooperative insurers under two investment patterns

Peng Yang
Communications in Statistics - Theory and Methods 53 (8) 3005 (2024)
https://doi.org/10.1080/03610926.2022.2150060

Optimal investment and reinsurance policies for the Cramér–Lundberg risk model under monotone mean-variance preference

Bohan Li, Junyi Guo and Linlin Tian
International Journal of Control 97 (6) 1296 (2024)
https://doi.org/10.1080/00207179.2023.2204384

Comparison Between Mean-Variance and Monotone Mean-Variance Preferences Under Jump Diffusion and Stochastic Factor Model

Yuchen Li, Zongxia Liang and Shunzhi Pang
Mathematics of Operations Research (2024)
https://doi.org/10.1287/moor.2022.0331