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Dynamic risk-sharing game and reinsurance contract design - MaRDI portal

Dynamic risk-sharing game and reinsurance contract design (Q2415979)

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English
Dynamic risk-sharing game and reinsurance contract design
scientific article

    Statements

    title
    Dynamic risk-sharing game and reinsurance contract design (English)
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    author
    Yanchu Liu
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    Chengguo Weng
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    Shu-Min Chen
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    publication date
    23 May 2019
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    zbMATH Keywords
    reinsurance
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    ruin probability
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    Nash equilibrium
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    stochastic control
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    HJB equation
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    cites work
    Q3150773
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    Aspects of risk theory
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    Q5434181
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91A15
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    93E20
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    zbMATH DE Number
    7057819
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    OpenAlex ID
    W2922205020
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    Wikidata QID
    Q128215989
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