Table 4 The values of the insurer’s and the reinsurer’s parameters
From: A Stackelberg reinsurance-investment game with derivatives trading
\(\lambda _{F}\) | \(\mu _{F}\) | \(\sigma _{F}\) | \(\theta _{F}\) | \(\gamma _{F}\) | \(k_{1}\) | \(x_{F}^{0}\) | θ̄ | \(\gamma _{L}\) | \(k_{2}\) | \(x_{L}^{0}\) |
|---|---|---|---|---|---|---|---|---|---|---|
0.8 | 5 | 8 | 1 | 0.3 | 0.5 | 3 | 3 | 0.1 | 0.2 | 5 |