Stackelberg reinsurance and premium decisions with MV criterion and irreversibility
By Zongxia Liang, Xiaodong Luo
Rating
1277
Battle Count: 37
Relevance
6/10
While focused on reinsurance, the game-theoretic and optimization approaches could be adapted to trading strategies and risk management in financial markets
Implementation Complexity
8/10
Involves complex mathematical modeling and solving time-inconsistent singular control problems
Reproducibility
3/5
Theoretical paper with explicit solutions, but no numerical experiments or code provided
About this paper
Methodology: Stackelberg game with singular control. Problem types: Optimization, Risk Management.
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