Reinsurance games with n variance-premium reinsurers: from tree to chain

Actuarial mathematics (91G05) Applications of game theory (91A80) Noncooperative games (91A10) Differential games (aspects of game theory) (91A23) Hierarchical games (including Stackelberg games) (91A65)

Cites Work

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PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS
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Reinsurance games with two reinsurers: tree versus chain
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Cited In (1)

A two-layer stochastic game approach to reinsurance contracting and competition

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