Optimal reinsurance contract in a Stackelberg game framework : a view of social planner
Year of publication: |
2023
|
---|---|
Authors: | Han, Xia ; Landriault, David ; Li, Danping |
Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2024.2024, 2, p. 124-148
|
Subject: | Decision analysis | reinsurance contract design | Stackelberg game | social planner view | mean-variance premium principle |
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