A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market
Year of publication: |
2021
|
---|---|
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
|
Subject: | Stochastic Stackelberg differential game | Reinsurance contract design | Investment | Default risk | Delay | Rückversicherung | Reinsurance | Spieltheorie | Game theory | Stochastischer Prozess | Stochastic process | Kreditrisiko | Credit risk |
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