Reinsurance games with \(n\) variance-premium reinsurers: from tree to chain (Q6569746)
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scientific article; zbMATH DE number 7878780
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| English | Reinsurance games with \(n\) variance-premium reinsurers: from tree to chain |
scientific article; zbMATH DE number 7878780 |
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Reinsurance games with \(n\) variance-premium reinsurers: from tree to chain (English)
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9 July 2024
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game theory
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Stackelberg differential game
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non-cooperative Nash game
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optimal reinsurance
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ambiguity
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variance premium principle
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