Dynamic risk-sharing game and reinsurance contract design (Q2415979)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic risk-sharing game and reinsurance contract design |
scientific article |
Statements
Dynamic risk-sharing game and reinsurance contract design (English)
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23 May 2019
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reinsurance
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ruin probability
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Nash equilibrium
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stochastic control
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HJB equation
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