Equilibria and efficiency in a reinsurance market
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Publication:6193112
DOI10.1016/j.insmatheco.2023.07.004OpenAlexW4385336881MaRDI QIDQ6193112
Mario Ghossoub, Tim J. Boonen, Unnamed Author
Publication date: 13 February 2024
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2023.07.004
optimal reinsurancePareto efficiencyheterogeneous beliefsStackelberg equilibriaChoquet pricingsubgame perfect Nash equilibriaBowley optima
Hierarchical games (including Stackelberg games) (91A65) Actuarial mathematics (91G05) Equilibrium refinements (91A11)
Cites Work
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