RAIRO - Operations Research

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Optimal reinsurance strategy with mean-variance premium principle and relative performance concern

Shumin Chen and Haixiang Yao

RAIRO-Oper. Res., 58 6 (2024) 5211-5236

Published online: 06 December 2024

DOI: 10.1051/ro/2024205

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Shumin Chen

Haixiang Yao

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