Stackelberg equilibria with multiple policyholders
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Publication:6543156
DOI10.1016/j.insmatheco.2024.02.008zbMATH Open1537.91248MaRDI QIDQ6543156
Unnamed Author, Mario Ghossoub
Publication date: 24 May 2024
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
coherent risk measuresPareto efficiencyheterogeneous beliefsStackelberg equilibriaChoquet pricingflood riskbowley optimaoptimal (re)insurance
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