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Optimal reinsurance contract in a Stackelberg game framework: a view of social planner
Scandinavian Actuarial Journal ( IF 1.8 ) Pub Date : 2023-06-07 , DOI: 10.1080/03461238.2023.2220219
Xia Han 1 , David Landriault 2 , Danping Li 3
Affiliation  

In this paper, we consider an optimal reinsurance contract under a mean-variance criterion in a Stackelberg game theoretical framework. The reinsurer is the leader of the game and decides on an opt...

中文翻译:

Stackelberg博弈框架中的最优再保险合同:社会规划者的观点

在本文中,我们考虑 Stackelberg 博弈论框架中均值方差准则下的最优再保险合同。再保险公司是游戏的领导者,并决定选择...
更新日期:2023-06-07
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