File Download
  Links for fulltext
     (May Require Subscription)
Supplementary

Article: STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE

TitleSTOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE
Authors
Chen, SYang, HZeng, Y
Keywordsequilibrium strategy
generalized mean-variance premium principle
Hamilton-Jacobi-Bellman equation
non-zero sum game
Reinsurance
Issue Date2018
PublisherCambridge University Press. The Journal's web site is located at http://journals.cambridge.org/action/displayJournal?jid=ASB
Citation
ASTIN Bulletin, 2018, v. 48 n. 1, p. 413-434 How to Cite?
DOI: http://dx.doi.org/10.1017/asb.2017.35
Persistent Identifierhttp://hdl.handle.net/10722/260586
ISSN
0515-0361
2021 Impact Factor: 2.545
2020 SCImago Journal Rankings: 1.113
ISI Accession Number ID
WOS:000423032500015

 

DC FieldValueLanguage
dc.contributor.authorChen, S-
dc.contributor.authorYang, H-
dc.contributor.authorZeng, Y-
dc.date.accessioned2018-09-14T08:44:07Z-
dc.date.available2018-09-14T08:44:07Z-
dc.date.issued2018-
dc.identifier.citationASTIN Bulletin, 2018, v. 48 n. 1, p. 413-434-
dc.identifier.issn0515-0361-
dc.identifier.urihttp://hdl.handle.net/10722/260586-
dc.languageeng-
dc.publisherCambridge University Press. The Journal's web site is located at http://journals.cambridge.org/action/displayJournal?jid=ASB-
dc.relation.ispartofASTIN Bulletin-
dc.rightsASTIN Bulletin. Copyright © Cambridge University Press.-
dc.rightsThis article has been published in a revised form in ASTIN Bulletin [http://doi.org/10.1017/asb.2017.35]. This version is free to view and download for private research and study only. Not for re-distribution, re-sale or use in derivative works. © Cambridge University Press.-
dc.subjectequilibrium strategy-
dc.subjectgeneralized mean-variance premium principle-
dc.subjectHamilton-Jacobi-Bellman equation-
dc.subjectnon-zero sum game-
dc.subjectReinsurance-
dc.titleSTOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE-
dc.typeArticle-
dc.identifier.emailYang, H: hlyang@hku.hk-
dc.identifier.authorityYang, H=rp00826-
dc.description.naturepostprint-
dc.identifier.doi10.1017/asb.2017.35-
dc.identifier.scopuseid_2-s2.0-85041681484-
dc.identifier.hkuros290880-
dc.identifier.volume48-
dc.identifier.issue1-
dc.identifier.spage413-
dc.identifier.epage434-
dc.identifier.isiWOS:000423032500015-
dc.publisher.placeUnited Kingdom-
dc.identifier.issnl0515-0361-

Export via OAI-PMH Interface in XML Formats

OR

Export to Other Non-XML Formats