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Stackelberg reinsurance chain under model ambiguity
Scandinavian Actuarial Journal ( IF 1.8 ) Pub Date : 2023-09-07 , DOI: 10.1080/03461238.2023.2255399
Jingyi Cao 1 , Dongchen Li 1 , Virginia R. Young 2 , Bin Zou 3
Affiliation  

In this paper, we consider a continuous-time version of a reinsurance chain, which is sequentially formed by n+1 companies, with the first company being the primary insurer and the rest being reins...

中文翻译:

模型模糊下的 Stackelberg 再保险链

在本文中,我们考虑再保险链的连续时间版本,该链由n+1家公司依次形成,第一家公司是主要保险公司,其余公司是控制者......
更新日期:2023-09-07
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