Life reinsurance under perfect and asymmetric information
Year of publication: |
2024
|
---|---|
Authors: | Chen, An ; Hinken, Maria ; Shen, Yang |
Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2024.2024, 7, p. 657-679
|
Subject: | default option | equity-linked life insurance with guarantees | Life reinsurance | Stackelberg game | Rückversicherung | Reinsurance | Lebensversicherung | Life insurance | Asymmetrische Information | Asymmetric information | Spieltheorie | Game theory | Optionspreistheorie | Option pricing theory |
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