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

出版年份 2019 全文链接

标题

作者

关键词

Leader–follower, Proportional reinsurance, Excess-of-loss reinsurance, Mean–variance, Time inconsistency, Stackelberg equilibrium

出版物

Volume 88, Issue -, Pages 120-137

出版商

Elsevier BV

发表日期

2019-07-01

DOI

10.1016/j.insmatheco.2019.06.006

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