The optimal deductible and coverage in insurance contracts and equilibrium risk sharing policies

DOI10.1007/s10473-023-0320-3zbMath1524.91086OpenAlexW4367368921MaRDI QIDQ6101861

Lingling Jian

Publication date: 5 May 2023

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10473-023-0320-3

zbMATH Keywords

Hamilton-Jacobi-Bellman equationstochastic optimal controlequilibrium policydeductible and coverage

Mathematics Subject Classification ID

Applications of game theory (91A80) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Actuarial mathematics (91G05)

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