Stackelberg differential game for insurance under model ambiguity : general divergence
Jingyi Cao, Dongchen Li, Virginia R. Young, Bin Zou
| Year of publication: |
2023
|
|---|---|
| Authors: | Cao, Jingyi ; Li, Dongchen ; Young, Virginia R. ; Zou, Bin |
| Subject: | ambiguity | insurance | mean-variance premium principle | random time horizon | Stackelberg differential game |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2022.2145233 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014383896