Stackelberg differential game for insurance under model ambiguity: general divergence
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Publication:6169666
DOI10.1080/03461238.2022.2145233zbMath1520.91314OpenAlexW4309761039MaRDI QIDQ6169666
Bin Zou, Jingyi Cao, Dongchen Li, Virginia R. Young
Publication date: 12 July 2023
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2022.2145233
Hierarchical games (including Stackelberg games) (91A65) Differential games (aspects of game theory) (91A23) Applications of game theory (91A80) Actuarial mathematics (91G05)
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Cites Work
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