Optimal reinsurance contract and investment strategy for multiple competitive-cooperative insurers and a reinsurer (Q6637312)
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: Optimal reinsurance contract and investment strategy for multiple competitive-cooperative insurers and a reinsurer |
scientific article; zbMATH DE number 7943250
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance contract and investment strategy for multiple competitive-cooperative insurers and a reinsurer |
scientific article; zbMATH DE number 7943250 |
Statements
Optimal reinsurance contract and investment strategy for multiple competitive-cooperative insurers and a reinsurer (English)
0 references
13 November 2024
0 references
Stackelberg game
0 references
reinsurance contract
0 references
concentration investment
0 references
response strategies
0 references
time consistency
0 references
Hamilton-Jacobi-Bellman equation
0 references
