Bowley solution of a mean-variance game in insurance

DOI10.1016/j.insmatheco.2021.01.009zbMath1466.91264OpenAlexW3127765757MaRDI QIDQ2034145

Virginia R. Young, Danping Li

Publication date: 21 June 2021

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.01.009

zbMATH Keywords

Stackelberg equilibriumBowley solutionequilibrium insurance strategymean-variance payoff functionalmean-variance premium principle

Mathematics Subject Classification ID

Hierarchical games (including Stackelberg games) (91A65) 2-person games (91A05) Applications of game theory (91A80) Actuarial mathematics (91G05)

Related Items

Stackelberg differential game for reinsurance: mean-variance framework and random horizon ⋮ Optimal insurance design under mean-variance preference with narrow framing ⋮ Bowley vs. Pareto optima in reinsurance contracting ⋮ Optimal reinsurance contract in a Stackelberg game framework: a view of social planner

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