Risk sharing in equity-linked insurance products : Stackelberg equilibrium between an insurer and a reinsurer
Yevhen Havrylenko, Maria Hinken and Rudi Zagst
| Year of publication: |
2024
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| Authors: | Havrylenko, Yevhen ; Hinken, Maria ; Zagst, Rudi |
| Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 54.2024, 1, p. 129-158
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| Subject: | insurance | portfolio optimization | reinsurance | Risk sharing | Stackelberg equilibrium | Rückversicherung | Reinsurance | Versicherung | Insurance | Theorie | Theory | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Risiko | Risk | Risikomodell | Risk model | Versicherungsökonomik | Economics of insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2023.32 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014485603