Dynamic risk-sharing game and reinsurance contract design (Q2415979)
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scientific article; zbMATH DE number 7057819
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dynamic risk-sharing game and reinsurance contract design |
scientific article; zbMATH DE number 7057819 |
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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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0.8314260244369507
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0.8246846795082092
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0.8241367340087891
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0.8237400054931641
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0.8235025405883789
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