A continuous-time theory of reinsurance chains (Q2212167)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A continuous-time theory of reinsurance chains |
scientific article |
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A continuous-time theory of reinsurance chains (English)
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19 November 2020
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Stackelberg games
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variance principle
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mean-variance optimization
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time inconsistency
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systemic risk
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