%0 Journal Article
%T 保险模型中的 Stackelberg 博弈<br>Stackelberg Game in Insurance Models
%A 孙少迪
%A 梁晓青
%J Advances in Applied Mathematics
%P 2424-2435
%@ 2324-8009
%D 2024
%I Hans Publishing
%R 10.12677/AAM.2024.135230
%X 本文研究保险问题中的单期 Stackelberg 博弈的均衡解。 假设再保险公司的保费原则是 Π(R) = E[P (X ？ R)]，本文使用的目标函数包括最小化风险的凸度量，最大化期末财富的预期效用，最大 化期末财富的二次效用。 通过对变量函数进行 Taylor 展开，得到保险公司留存函数以及再保费价 格的最优近似解。<br />
We consider the equilibrium solution to the single-period Stackelberg game in the insurance problem. Assuming that the premium principle is Π(R) = E[P (X ？ R)], we use objective functions that include minimizing the convex measure of risk, maximiz- ing the expected utility of terminal wealth, and maximizing the quadratic utility of terminal wealth. By applying Taylor expansions to the variables, we obtain optimal approximate solutions for the insurer retention function as well as the premium price.
%K Stackelberg    博弈，效用准则，风险度量，近似解<br>Stackelberg Game
%K Utility Criteria
%K Risk Measure
%K Approximate Solution
%U http://www.hanspub.org/journal/PaperInformation.aspx?PaperID=88607