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

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Bibliographic Details
Title: ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER.
Authors: Chen, Lv1,2, Shen, Yang1 yangshen@yorku.ca
Source: Astin Bulletin. May2018, Vol. 48 Issue 2, p905-960. 56p.
Database: Mathematics Source
Description
ISSN:05150361
DOI:10.1017/asb.2018.3