Optimal reinsurance contract and investment strategy for multiple competitive-cooperative insurers and a reinsurer

DOI10.1093/imaman/dpad012MaRDI QIDQ6637312

Tao Wang, Unnamed Author, Zhiping Chen

Publication date: 13 November 2024

Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)

Hamilton-Jacobi-Bellman equation Stackelberg game time consistency response strategies reinsurance contract concentration investment

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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