Dynamic risk-sharing game and reinsurance contract design
Shumin Chen, Yanchu Liu, Chengguo Weng
| Year of publication: |
2019
|
|---|---|
| Authors: | Chen, Shumin ; Liu, Yanchu ; Weng, Chengguo |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 86.2019, p. 216-231
|
| Subject: | Reinsurance | Ruin probability | Nash equilibrium | Stochastic control | HJB equation | Rückversicherung | Risiko | Risk | Nash-Gleichgewicht | Wahrscheinlichkeitsrechnung | Probability theory | Spieltheorie | Game theory | Risikomodell | Risk model | Vertragstheorie | Contract theory | Versicherungsmathematik | Actuarial mathematics | Stochastischer Prozess | Stochastic process | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2019.03.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012058864