Table 2 The optimal premium and reinsurance strategies
From: A Stackelberg reinsurance-investment game with derivatives trading
Cases | \(p^{\ast}(t)\) | \(q^{\ast}(t)\) |
|---|---|---|
\((1)~N^{\theta _{F}}(t)\geq 1\) | \(\forall p\in [c_{F},\bar{c}]\) | 1 |
\((2)~N^{\bar{\theta }}(t)\leq K^{0}\) | c̄ | \(N^{\bar{\theta }}(t)\) |
\((3)~K^{0}\leq N^{\theta _{F}}(t)<1\) | \(c_{F}\) | \(N^{\theta _{F}}(t)\) |
\((4)~N^{\theta _{F}}(t)< K^{0}< N^{\bar{\theta }}(t)\) | \(a+K^{0}\gamma _{F}\sigma _{F}^{2}\varphi ^{L}(t)\) | \(K^{0}\) |