A Stackelberg reinsurance-investment game underα-maxminmean-variance criterion and stochastic volatility
Guohui Guana, Zongxia Liang and Yilun Song
| Year of publication: |
2023
|
|---|---|
| Authors: | Guana, Guohui ; Liang, Zongxia ; Song, Yilun |
| Subject: | Stackelberg game | reinsurance | investment | stochastic volatility | modeluncertainty | α-maxminmean-variance | Volatilität | Volatility | Spieltheorie | Game theory | Stochastischer Prozess | Stochastic process | Rückversicherung | Reinsurance | Duopol | Duopoly | Stochastisches Spiel | Stochastic game |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2023.2208583 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014519918