Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer
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Publication:6494326
DOI10.1017/ASB.2023.32MaRDI QIDQ6494326
Rudi Zagst, Maria Hinken, Yevhen Havrylenko
Publication date: 30 April 2024
Published in: ASTIN Bulletin (Search for Journal in Brave)
Hierarchical games (including Stackelberg games) (91A65) Portfolio theory (91G10) Actuarial mathematics (91G05)
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