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An equilibrium model of reinsurance pricing - MaRDI portal

An equilibrium model of reinsurance pricing (Q6650770)

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scientific article; zbMATH DE number 7955937
Language Label Description Also known as
English
An equilibrium model of reinsurance pricing
scientific article; zbMATH DE number 7955937

    Statements

    title
    An equilibrium model of reinsurance pricing (English)
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    author
    Jiang Cheng
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    Chao Deng
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    Shuyan Liu
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    Xudong Zeng
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    publication date
    9 December 2024
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    zbMATH Keywords
    reinsurance pricing
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    equilibrium model
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    optimal reinsurance
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    dynamic programming
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    Identifiers

    Mathematics Subject Classification ID
    91Bxx
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    91Axx
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    93Exx
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    zbMATH DE Number
    7955937
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