Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle (Q6547002)
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scientific article; zbMATH DE number 7856406
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle |
scientific article; zbMATH DE number 7856406 |
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Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle (English)
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30 May 2024
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optimal per-loss reinsurance
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competition framework
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dependent risk model
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mean-variance premium principle
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ambiguity aversion
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