Stackelberg differential game for reinsurance: mean-variance framework and random horizon (Q2670107)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stackelberg differential game for reinsurance: mean-variance framework and random horizon |
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Stackelberg differential game for reinsurance: mean-variance framework and random horizon (English)
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10 March 2022
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Stackelberg differential game
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reinsurance
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mean-variance premium
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random time horizon
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mean-variance criterion
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time-inconsistency
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