Bowley solution of a mean-variance game in insurance
Danping Li, Virginia R. Young
| Year of publication: |
2021
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|---|---|
| Authors: | Li, Danping ; Young, Virginia R. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 98.2021, p. 35-43
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| Subject: | Bowley solution | Equilibrium insurance strategy | Mean-variance payoff functional | Mean-variance premium principle | Stackelberg equilibrium | Spieltheorie | Game theory | Portfolio-Management | Portfolio selection | Risikomodell | Risk model | Nash-Gleichgewicht | Nash equilibrium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.01.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012545274