Determining the insurer's optimal investment and reinsurance strategy based on stochastic differential game
Hong Mao, James M. Carson, Krzysztof M. Ostaszewski, Yan Luo and Yuling Wang
| Year of publication: |
2016
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| Authors: | Mao, Hong ; Carson, James M. ; Ostaszewski, Krzysztof M. ; Luo, Yan ; Wang, Yuling |
| Published in: |
The journal of insurance issues : official journal of the Western Risk and Insurance Association. - [Erscheinungsort nicht ermittelbar] : [Verlag nicht ermittelbar], ISSN 1531-6076, ZDB-ID 2094292-8. - Vol. 39.2016, 2, p. 187-202
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| Subject: | Anlageverhalten | Behavioural finance | Rückversicherung | Reinsurance | Versicherung | Insurance | Stochastisches Spiel | Stochastic game | Spieltheoretisches Lösungskonzept | Game-theoretic solution concept |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011694360