Risk sharing in equity-linked insurance products : Stackelberg equilibrium between an insurer and a reinsurer
Year of publication: |
2024
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Authors: | Havrylenko, Yevhen ; Hinken, Maria ; Zagst, Rudi |
Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 54.2024, 1, p. 129-158
|
Subject: | insurance | portfolio optimization | reinsurance | Risk sharing | Stackelberg equilibrium | Risikomodell | Risk model | Rückversicherung | Reinsurance | Theorie | Theory | Portfolio-Management | Portfolio selection | Versicherung | Insurance | Risikomanagement | Risk management |
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