Stackelberg reinsurance chain under model ambiguity (Q6127103)
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scientific article; zbMATH DE number 7830029
Language | Label | Description | Also known as |
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English | Stackelberg reinsurance chain under model ambiguity |
scientific article; zbMATH DE number 7830029 |
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Stackelberg reinsurance chain under model ambiguity (English)
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10 April 2024
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Knightian uncertainty
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ambiguity
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mean-variance premium principle
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Stackelberg differential game
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reinsurance
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