Stackelberg differential game for reinsurance: mean-variance framework and random horizon (Q2670107)
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scientific article; zbMATH DE number 7487245
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| English | Stackelberg differential game for reinsurance: mean-variance framework and random horizon |
scientific article; zbMATH DE number 7487245 |
Statements
Stackelberg differential game for reinsurance: mean-variance framework and random horizon (English)
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10 March 2022
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Stackelberg differential game
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reinsurance
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mean-variance premium
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random time horizon
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mean-variance criterion
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time-inconsistency
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0.893750011920929
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0.8534817099571228
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0.8091298937797546
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0.8051791191101074
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0.8049189448356628
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