Stochastic Stackelberg differential reinsurance games under time-inconsistent mean–variance framework

Title
Stochastic Stackelberg differential reinsurance games under time-inconsistent mean–variance framework
Authors
Keywords
Leader–follower, Proportional reinsurance, Excess-of-loss reinsurance, Mean–variance, Time inconsistency, Stackelberg equilibrium
Journal
INSURANCE MATHEMATICS & ECONOMICS
Volume 88, Issue -, Pages 120-137
Publisher
Elsevier BV
Online
2019-07-01
DOI
10.1016/j.insmatheco.2019.06.006

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