Asymptotic analysis of a Stackelberg differential game for insurance under model ambiguity
Year of publication: |
2023
|
---|---|
Authors: | Cao, Jingyi ; Young, Virginia R. |
Subject: | ambiguity | diffusion approximation | insurance | random time horizon | Stackelberg differential game | Spieltheorie | Game theory | Versicherung | Insurance | Duopol | Duopoly | Entscheidung unter Unsicherheit | Decision under uncertainty |
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