Time-consistent investment and reinsurance strategies for mean-variance insurers in n-agent and mean-field games
Year of publication: |
2022
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Authors: | Guan, Guohui ; Hu, Xiang |
Published in: |
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science. - Chicago, Ill. : [Verlag nicht ermittelbar], ISSN 2325-0453, ZDB-ID 2097702-5. - Vol. 26.2022, 4, p. 537-569
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Subject: | Rückversicherung | Reinsurance | Spieltheorie | Game theory | Portfolio-Management | Portfolio selection | Zeitkonsistenz | Time consistency | Versicherung | Insurance |
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