Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework (Q2273981)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework |
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Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework (English)
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19 September 2019
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leader-follower
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proportional reinsurance
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excess-of-loss reinsurance
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mean-variance
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time inconsistency
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Stackelberg equilibrium
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