A Stackelberg reinsurance–investment game with asymmetric information and delay
From MaRDI portal
Publication:5860820
DOI10.1080/02331934.2020.1777125zbMath1475.91282OpenAlexW3034835897MaRDI QIDQ5860820
Rui Gao, Helu Xiao, Yanfei Bai, Zhongbao Zhou
Publication date: 23 November 2021
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331934.2020.1777125
Hierarchical games (including Stackelberg games) (91A65) Applications of game theory (91A80) Financial applications of other theories (91G80) Stochastic games, stochastic differential games (91A15) Actuarial mathematics (91G05)
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