Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle (Q6547002)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle |
scientific article; zbMATH DE number 7856406
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle |
scientific article; zbMATH DE number 7856406 |
Statements
Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle (English)
0 references
30 May 2024
0 references
optimal per-loss reinsurance
0 references
competition framework
0 references
dependent risk model
0 references
mean-variance premium principle
0 references
ambiguity aversion
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8876484632492065
0 references
0.8844360113143921
0 references
0.8674363493919373
0 references
0.8657318949699402
0 references
