Bowley solution of a mean-variance game in insurance

Li, DP; Young, VR

Young, VR (corresponding author), Univ Michigan, Dept Math, Ann Arbor, MI 48109 USA.

INSURANCE MATHEMATICS & ECONOMICS, 2021; 98 (): 35

Abstract

In this paper, we compute the Bowley solution of a one-period, mean-variance Stackelberg game in insurance, in which a buyer and a seller of insurance......

Full Text Link