Optimal reinsurance-investment game for two insurers with SAHARA utilities under correlated markets
Dengsheng Chen, Zhengyang Lu, Yong He
| Year of publication: |
2023
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|---|---|
| Authors: | Chen, Dengsheng ; Lu, Zhengyang ; He, Yong |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 68.2023, p. 1-11
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| Subject: | Correlated markets | Dual methods | Monte Carlo simulation | Nash equilibrium | Reinsurance-investment game | SAHARA utility | Spieltheorie | Game theory | Nash-Gleichgewicht | Monte-Carlo-Simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2023.101949 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014485260