Reinsurance games with n variance-premium reinsurers : from tree to chain
Jingyi Cao, Dongchen Li, Virginia R. Young and Bin Zou
| Year of publication: |
2023
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|---|---|
| Authors: | Cao, Jingyi ; Li, Dongchen ; Young, Virginia R. ; Zou, Bin |
| Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 53.2023, 3, p. 706-728
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| Subject: | Game theory | ambiguity | non-cooperative Nash game | optimal reinsurance | Stackelberg differential game | variance premium principle | Spieltheorie | Rückversicherung | Reinsurance | Nash-Gleichgewicht | Nash equilibrium | Nichtkooperatives Spiel | Noncooperative game |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2023.24 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014342973