Dynamic risk-sharing game and reinsurance contract design (Q2415979)

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article; zbMATH DE number 7057819
Language Label Description Also known as
default for all languages
No label defined
    English
    Dynamic risk-sharing game and reinsurance contract design
    scientific article; zbMATH DE number 7057819

      Statements

      Dynamic risk-sharing game and reinsurance contract design (English)
      0 references
      0 references
      0 references
      0 references
      23 May 2019
      0 references
      reinsurance
      0 references
      ruin probability
      0 references
      Nash equilibrium
      0 references
      stochastic control
      0 references
      HJB equation
      0 references
      0 references
      0 references
      0 references

      Identifiers