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Optimal stop-loss reinsurance with joint utility constraints

  • * Corresponding author: Wei Wang

    * Corresponding author: Wei Wang

This work was supported by the National Natural Science Foundation of China (11771147, 11571113), the Zhejiang Provincial Natural Science Foundation of China (LY17G010003), "Shuguang Program" supported by Shanghai Education Development Foundation and Shanghai Municipal Education Commission(18SG25), the Humanity and Social Science Youth Foundation of the Ministry of Education of China (18YJC910012), the National Social Science Foundation Key Program (17ZDA091), the 111 Project(B14019) and Faculty Research Grant of University of Melbourne

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