Reinsurance games with \(n\) variance-premium reinsurers: from tree to chain (Q6569746)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Reinsurance games with \(n\) variance-premium reinsurers: from tree to chain |
scientific article; zbMATH DE number 7878780
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reinsurance games with \(n\) variance-premium reinsurers: from tree to chain |
scientific article; zbMATH DE number 7878780 |
Statements
Reinsurance games with \(n\) variance-premium reinsurers: from tree to chain (English)
0 references
9 July 2024
0 references
game theory
0 references
Stackelberg differential game
0 references
non-cooperative Nash game
0 references
optimal reinsurance
0 references
ambiguity
0 references
variance premium principle
0 references
0 references
0 references
0 references
0 references
0 references
