Stackelberg reinsurance chain under model ambiguity
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: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2024.2024, 4, p. 329-360
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| Subject: | Knightian uncertainty | ambiguity | mean-variance premium principle | Stackelberg differential game | reinsurance | Rückversicherung | Reinsurance | Entscheidung unter Unsicherheit | Decision under uncertainty | Spieltheorie | Game theory | Risiko | Risk | Duopol | Duopoly | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2023.2255399 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014520548