Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks (Q6152708)
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scientific article; zbMATH DE number 7804021
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| English | Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks |
scientific article; zbMATH DE number 7804021 |
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Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks (English)
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13 February 2024
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game theory
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reinsurance-investment strategy
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mispricing
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default risk
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M-matrix
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0.8812500834465027
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0.8576021194458008
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0.8381360769271851
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0.8376410603523254
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