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Equilibria and efficiency in a reinsurance market - MaRDI portal

Equilibria and efficiency in a reinsurance market (Q6193112)

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scientific article; zbMATH DE number 7803999
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English
Equilibria and efficiency in a reinsurance market
scientific article; zbMATH DE number 7803999

    Statements

    title
    Equilibria and efficiency in a reinsurance market (English)
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    author
    Q6127097
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    Mario Ghossoub
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    Tim J. Boonen
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    publication date
    13 February 2024
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    zbMATH Keywords
    optimal reinsurance
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    Bowley optima
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    Stackelberg equilibria
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    subgame perfect Nash equilibria
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    Pareto efficiency
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    Choquet pricing
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    heterogeneous beliefs
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    cites work
    Q3576736
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    Identifiers

    Mathematics Subject Classification ID
    91G05
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    91A65
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    91A11
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    zbMATH DE Number
    7803999
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    OpenAlex ID
    W4385336881
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