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A Stackelberg–Nash equilibrium with investment and reinsurance in mixed leadership game
Scandinavian Actuarial Journal ( IF 1.8 ) Pub Date : 2024-01-25 , DOI: 10.1080/03461238.2024.2307633 Qingqing Zhang 1 , Zhibin Liang 1 , Fudong Wang 1
Scandinavian Actuarial Journal ( IF 1.8 ) Pub Date : 2024-01-25 , DOI: 10.1080/03461238.2024.2307633 Qingqing Zhang 1 , Zhibin Liang 1 , Fudong Wang 1
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In this paper, we investigate the optimal reinsurance and investment problem from joint interests of the insurer and the reinsurer in the framework of the mixed leadership game, where both of them ...
更新日期:2024-01-25