Non-zero-sum reinsurance games subject to ambiguous correlations
Chi Seng Pun, Chi Chung Siu, Hoi Ying Wong
| Year of publication: |
September 2016
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|---|---|
| Authors: | Pun, Chi Seng ; Siu, Chi Chung ; Wong, Hoi Ying |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 44.2016, 5, p. 578-586
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| Subject: | Reinsurance | Non-zero-sum stochastic differential game | Ambiguous correlation | GG-Brownian motion | Hamiltonian-Jacobi-Bellman-Isaacs equation | Nash equilibrium | Rückversicherung | Nash-Gleichgewicht | Spieltheorie | Game theory | Korrelation | Correlation | Entscheidung unter Unsicherheit | Decision under uncertainty | Stochastisches Spiel | Stochastic game |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2016.06.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011596475