Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game (Q5865317)
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scientific article; zbMATH DE number 7540569
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game |
scientific article; zbMATH DE number 7540569 |
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Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game (English)
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13 June 2022
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time-consistent mean-variance framework
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Stackelberg differential game
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extended Hamilton-Jacobi-Bellman equation
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loss-dependent premium
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asymmetric information
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ambiguity aversion
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