The Nash bargaining solution vs. equilibrium in a reinsurance syndicate (Q5894131): Difference between revisions

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Revision as of 10:34, 5 March 2024

scientific article; zbMATH DE number 5855847
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English
The Nash bargaining solution vs. equilibrium in a reinsurance syndicate
scientific article; zbMATH DE number 5855847

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    The Nash bargaining solution vs. equilibrium in a reinsurance syndicate (English)
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    22 February 2011
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    Nash bargaining solution
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    equilibrium
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    Pareto optimal risk exchange
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    reinsurance treaties
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    uncertainty
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    risk aversion
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    correlations
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    multinormal universe
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