A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market
Yanfei Bai, Zhongbao Zhou, Helu Xiao, Rui Gao, Feimin Zhong
| Year of publication: |
2021
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|---|---|
| Authors: | Bai, Yanfei ; Zhou, Zhongbao ; Xiao, Helu ; Gao, Rui ; Zhong, Feimin |
| Published in: |
Mathematical methods of operations research : ZOR. - Berlin : Springer, ISSN 1432-5217, ZDB-ID 1459420-1. - Vol. 94.2021, 3, p. 341-381
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| Subject: | Stochastic Stackelberg differential game | Reinsurance contract design | Investment | Default risk | Delay | Rückversicherung | Reinsurance | Spieltheorie | Game theory | Stochastischer Prozess | Stochastic process | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00186-021-00760-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012793533