Stochastic Pareto-optimal reinsurance policies
Xudong Zeng; Shangzhen Luo
| Year of publication: |
2013
|
|---|---|
| Authors: | Zeng, Xudong ; Luo, Shangzhen |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 3, p. 671-677
|
| Subject: | Pareto-optimal | Cooperation game | Reinsurance | Stochastic optimal control | Rückversicherung | Kontrolltheorie | Control theory | Pareto-Optimum | Pareto efficiency | Stochastischer Prozess | Stochastic process | Kooperatives Spiel | Cooperative game | Versicherungsmathematik | Actuarial mathematics | Spieltheorie | Game theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010227906