Determining the insurer's optimal investment and reinsurance strategy based on stochastic differential game
Year of publication: |
2016
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Authors: | Mao, Hong ; Carson, James M. ; Ostaszewski, Krzysztof M. ; Luo, Yan ; Wang, Yuling |
Published in: |
The journal of insurance issues : official journal of the Western Risk and Insurance Association. - [Erscheinungsort nicht ermittelbar] : [Verlag nicht ermittelbar], ISSN 1531-6076, ZDB-ID 2094292-8. - Vol. 39.2016, 2, p. 187-202
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Subject: | Anlageverhalten | Behavioural finance | Rückversicherung | Reinsurance | Versicherung | Insurance | Stochastisches Spiel | Stochastic game | Spieltheoretisches Lösungskonzept | Game-theoretic solution concept |
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