Stackelberg reinsurance chain under model ambiguity
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Publication:6127103
DOI10.1080/03461238.2023.2255399MaRDI QIDQ6127103
Dongchen Li, Jingyi Cao, Virginia R. Young, Bin Zou
Publication date: 10 April 2024
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
ambiguityreinsuranceKnightian uncertaintyStackelberg differential gamemean-variance premium principle
Hierarchical games (including Stackelberg games) (91A65) Differential games (aspects of game theory) (91A23) Applications of game theory (91A80) Actuarial mathematics (91G05)
Cites Work
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