A Stackelberg-Nash equilibrium with investment and reinsurance in mixed leadership game
Qingqing Zhang, Zhibin Liang and Fudong Wang
| Year of publication: |
2024
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|---|---|
| Authors: | Zhang, Qingqing ; Liang, Zhibin ; Wang, Fudong |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2024.2024, 7, p. 705-738
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| Subject: | correlation | expected utility | Mixed leadership game | optimal reinsurance-investment strategy | proportional reinsurance | stochastic Stackelberg differential game | Rückversicherung | Reinsurance | Spieltheorie | Game theory | Nash-Gleichgewicht | Nash equilibrium | Duopol | Duopoly | Erwartungsnutzen | Expected utility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2024.2307633 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015052478