On optimal reinsurance treaties in cooperative game under heterogeneous beliefs (Q1735045)
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scientific article; zbMATH DE number 7043773
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On optimal reinsurance treaties in cooperative game under heterogeneous beliefs |
scientific article; zbMATH DE number 7043773 |
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On optimal reinsurance treaties in cooperative game under heterogeneous beliefs (English)
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28 March 2019
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cooperative game
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heterogeneous beliefs
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expected utility
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Pareto-optimal reinsurance
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Nash bargaining solution
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Kalai-Smorodinsky bargaining solution
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0.89288616
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0.88686514
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0.88132966
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0.8806989
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0.8797444
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0.87762254
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