ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER

By Lv Chen, Yang Shen. ASTIN Bulletin: The Journal of the International Actuarial Association, 2018

125 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/0dac4e3f669577416a78cbb5eb033fa2e26b7d73