Stackelberg differential game for insurance under model ambiguity
Jingyi Cao, Dongchen Li, Virginia R. Young, Bin Zou
| Year of publication: |
2022
|
|---|---|
| Authors: | Cao, Jingyi ; Li, Dongchen ; Young, Virginia R. ; Zou, Bin |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 106.2022, p. 128-145
|
| Subject: | Stackelberg differential game | Insurance | Ambiguity | Mean-variance premium principle | Random time horizon | Spieltheorie | Game theory | Duopol | Duopoly | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.06.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013380498