A Stackelberg reinsurance-investment game under <i>α</i> -maxmin mean-variance criterion and stochastic volatility (Q6121109)
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scientific article; zbMATH DE number 7809282
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Stackelberg reinsurance-investment game under <i>α</i> -maxmin mean-variance criterion and stochastic volatility |
scientific article; zbMATH DE number 7809282 |
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A Stackelberg reinsurance-investment game under <i>α</i> -maxmin mean-variance criterion and stochastic volatility (English)
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26 February 2024
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Stackelberg game
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reinsurance
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investment
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stochastic volatility
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model uncertainty
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\( \alpha \)-maxmin mean-variance
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