当前位置:
X-MOL 学术
›
Scand. Actuar. J.
›
论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
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
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
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...