A two-layer stochastic game approach to reinsurance contracting and competition

DOI10.1016/j.insmatheco.2024.09.002MaRDI QIDQ6665602

Bin Zou, Yi Xia, Zongxia Liang

Publication date: 17 January 2025

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

game theoryoptimal reinsuranceStackelberg gamerelative performancenoncooperative Nash game

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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