Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure
Caibin Zhang, Zhibin Liang, Yu Yuan
| Year of publication: |
2024
|
|---|---|
| Authors: | Zhang, Caibin ; Liang, Zhibin ; Yuan, Yu |
| Published in: |
European journal of operational research : EJOR. - Amsterdam [u.a.] : Elsevier, ISSN 0377-2217, ZDB-ID 1501061-2. - Vol. 315.2024, 1 (16.5.), p. 213-227
|
| Subject: | Stochastic processes | Investment and reinsurance | Non-zero-sum stochastic differential game | Thinning dependence | Time-consistent | Rückversicherung | Reinsurance | Stochastischer Prozess | Stochastic process | Spieltheorie | Game theory | Stochastisches Spiel | Stochastic game | Versicherung | Insurance | Versicherungsmathematik | Actuarial mathematics | Investition | Investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2023.12.035 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014562822