Optimal reinsurance contract and investment strategy for multiple competitive-cooperative insurers and a reinsurer
Tao Wang, Zhiping Chen and Peng Yang
| Year of publication: |
2024
|
|---|---|
| Authors: | Wang, Tao ; Chen, Zhiping ; Yang, Peng |
| Published in: |
IMA journal of management mathematics. - Oxford : Univ. Press, ISSN 1471-6798, ZDB-ID 2045093-X. - Vol. 35.2024, 4, p. 651-692
|
| Subject: | Stackelberg game | reinsurance contract | concentration investment | response strategies | time consistency | Hamilton-Jacobi-Bellman equation | Rückversicherung | Reinsurance | Spieltheorie | Game theory | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/imaman/dpad012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015333085