Time-consistent equilibrium reinsurance-investment strategy for \(n\) competitive insurers under a new interaction mechanism and a general investment framework (Q2306404)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent equilibrium reinsurance-investment strategy for \(n\) competitive insurers under a new interaction mechanism and a general investment framework |
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Time-consistent equilibrium reinsurance-investment strategy for \(n\) competitive insurers under a new interaction mechanism and a general investment framework (English)
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23 March 2020
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interaction mechanism
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time consistency
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mean-variance criterion
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reinsurance
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price jump
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investment pattern
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