On optimal reinsurance treaties in cooperative game under heterogeneous beliefs
Wenjun Jiang, Jiandong Ren, Chen Yang, Hanping Hong
| Year of publication: |
2019
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|---|---|
| Authors: | Jiang, Wenjun ; Ren, Jiandong ; Yang, Chen ; Hong, Hanping |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 85.2019, p. 173-184
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| Subject: | Cooperative game | Heterogeneous beliefs | Expected utility | Pareto-optimal reinsurance | Nash bargaining solution | Kalai-Smorodinsky bargaining solution | Rückversicherung | Reinsurance | Verhandlungstheorie | Bargaining theory | Kooperatives Spiel | Nash-Gleichgewicht | Nash equilibrium | Pareto-Optimum | Pareto efficiency | Erwartungsnutzen | Erwartungsbildung | Expectation formation | Verhandlungen | Negotiations |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2018.12.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011990631