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A continuous-time theory of reinsurance chains - MaRDI portal

A continuous-time theory of reinsurance chains (Q2212167)

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A continuous-time theory of reinsurance chains
scientific article

    Statements

    title
    A continuous-time theory of reinsurance chains (English)
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    author
    Lv Chen
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    Yang Shen
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    Jianxi Su
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    publication date
    19 November 2020
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    zbMATH Keywords
    Stackelberg games
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    variance principle
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    mean-variance optimization
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    time inconsistency
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    systemic risk
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    cites work
    Q5563225
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    Chains of reinsurance
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    Q3523756
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    Q4610958
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    Identifiers

    Mathematics Subject Classification ID
    91G05
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    91A65
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    91A80
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    91G45
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    zbMATH DE Number
    7275986
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    OpenAlex ID
    W3092328942
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