Reinsurance games with two reinsurers: tree versus chain (Q6168513)
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scientific article; zbMATH DE number 7709859
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reinsurance games with two reinsurers: tree versus chain |
scientific article; zbMATH DE number 7709859 |
Statements
Reinsurance games with two reinsurers: tree versus chain (English)
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11 July 2023
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game theory
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Stackelberg differential game
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non-cooperative Nash game
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optimal reinsurance
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ambiguity
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