A mean field game approach to optimal investment and risk control for competitive insurers
Lijun Bo, Shihua Wang, Chao Zhou
| Year of publication: |
2024
|
|---|---|
| Authors: | Bo, Lijun ; Wang, Shihua ; Zhou, Chao |
| Published in: |
Insurance : mathematics and economics. - Amsterdam : North Holland Publ. Co., ISSN 0167-6687, ZDB-ID 2010248-3. - Vol. 116.2024, p. 202-217
|
| Subject: | Competitive insurers | Investment and risk control | Mean field game | Mean field interaction | Nash equilibrium | Spieltheorie | Game theory | Nash-Gleichgewicht |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2024.03.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015066803