Equilibrium reinsurance strategies for n insurers under a unified competition and cooperation framework
Peng Yang, Zhiping Chen and Xiangyu Cui
| Year of publication: |
2021
|
|---|---|
| Authors: | Yang, Peng ; Chen, Zhiping ; Cui, Xiangyu |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2021.2021, 10, p. 969-997
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| Subject: | competition and cooperation | equilibrium strategy | HJB equation | Reinsurance | stochastic optimal control | Rückversicherung | Wettbewerb | Competition | Versicherung | Insurance | Spieltheorie | Game theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2021.1918577 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012696897