Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game (Q5865317): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/03461238.2021.1971756 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3197486562 / rank | |||
Normal rank | |||
Revision as of 23:47, 19 March 2024
scientific article; zbMATH DE number 7540569
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game |
scientific article; zbMATH DE number 7540569 |
Statements
Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game (English)
0 references
13 June 2022
0 references
time-consistent mean-variance framework
0 references
Stackelberg differential game
0 references
extended Hamilton-Jacobi-Bellman equation
0 references
loss-dependent premium
0 references
asymmetric information
0 references
ambiguity aversion
0 references
