doi.org/10.1016/j.insmatheco.2021.11.006

Stackelberg differential game for reinsurance: Mean-variance framework and random horizon

Danping Li
15
,
Virginia R. Young
31
Insurance Mathematics and Economics2.20
Volume: 102, Pages: 42 - 55
Published: Nov 27, 2021
Paper Fields
Paper Details
Title
Stackelberg differential game for reinsurance: Mean-variance framework and random horizon
DOI
doi.org/10.1016/j.insmatheco.2021.11.006
Published Date
Nov 27, 2021
Journal
Insurance Mathematics and Economics
Volume
102
Pages
42 - 55
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