Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework
Year of publication: |
2019
|
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Authors: | Lv, Chen ; Shen, Yang |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 88.2019, p. 120-137
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Subject: | Leader-follower | Proportional reinsurance | Excess-of-loss reinsurance | Mean-variance | Time inconsistency | Stackelberg equilibrium | Rückversicherung | Reinsurance | Spieltheorie | Game theory | Zeitkonsistenz | Time consistency | Duopol | Duopoly |
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