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