Stackelberg differential game for reinsurance : mean-variance framework and random horizon
Danping Li, Virginia R. Young
| Year of publication: |
2022
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|---|---|
| Authors: | Li, Danping ; Young, Virginia R. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 102.2022, p. 42-55
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| Subject: | Mean-variance criterion | Mean-variance premium | Random time horizon | Reinsurance | Stackelberg differential game | Time-inconsistency | Spieltheorie | Game theory | Rückversicherung | Portfolio-Management | Portfolio selection | Duopol | Duopoly |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.11.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013271955