Bowley solution of a mean-variance game in insurance
type: Item
instance of: scholarly article
title: Bowley solution of a mean-variance game in insurance
zbMATH Open document ID: 1466.91264
author: Danping Li
author: Virginia R. Young
published in: Insurance Mathematics \& Economics
publication date: 2021-06-21T00:00:00Z
Mathematics Subject Classification ID: 91G05
Mathematics Subject Classification ID: 91A65
Mathematics Subject Classification ID: 91A05
Mathematics Subject Classification ID: 91A80
zbMATH DE Number: 7361395
zbMATH Keywords: Bowley solution
zbMATH Keywords: Stackelberg equilibrium
zbMATH Keywords: equilibrium insurance strategy
zbMATH Keywords: mean-variance premium principle
zbMATH Keywords: mean-variance payoff functional
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2021.01.009
OpenAlex ID: W3127765757
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DOI: 10.1016/J.INSMATHECO.2021.01.009
description: scientific article; zbMATH DE number 7361395