A continuous-time theory of reinsurance chains
Lv Chen, Yang Shen, Jianxi Su
| Year of publication: |
2020
|
|---|---|
| Authors: | Lv, Chen ; Shen, Yang ; Su, Jianxi |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 95.2020, p. 129-146
|
| Subject: | Stackelberg games | Variance principle | Mean-variance optimization$ | Time inconsistency | Systemic risk | Rückversicherung | Reinsurance | Spieltheorie | Game theory | Zeitkonsistenz | Time consistency | Portfolio-Management | Portfolio selection | Systemrisiko | Risikomanagement | Risk management | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2020.09.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012419263