Pages that link to "Item:Q3578668"

The following pages link to A stochastic differential reinsurance game (Q3578668):

Displaying 46 items.

• A class of non-zero-sum stochastic differential investment and reinsurance games (Q466272) (← links)
• Non-zero-sum stochastic differential reinsurance and investment games with default risk (Q1681455) (← links)
• Robust non-zero-sum investment and reinsurance game with default risk (Q1757617) (← links)
• Stochastic differential portfolio games for an insurer in a jump-diffusion risk process (Q1935921) (← links)
• Stochastic Pareto-optimal reinsurance policies (Q2015633) (← links)
• Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods (Q2015641) (← links)
• Nonzero-sum stochastic differential reinsurance games with jump-diffusion processes (Q2025294) (← links)
• A non-zero-sum reinsurance-investment game with delay and asymmetric information (Q2031383) (← links)
• A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market (Q2074836) (← links)
• Competition and equilibrium effort choice (Q2136938) (← links)
• On a Markovian game model for competitive insurance pricing (Q2152254) (← links)
• Convergence of deep fictitious play for stochastic differential games (Q2170300) (← links)
• Two-player zero-sum stochastic differential games with regime switching (Q2174009) (← links)
• Stochastic differential reinsurance games in diffusion approximation models (Q2223787) (← links)
• Stochastic differential reinsurance games with capital injections (Q2273971) (← links)
• Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework (Q2273981) (← links)
• Optimal non-proportional reinsurance control and stochastic differential games (Q2276206) (← links)
• Optimal investment-reinsurance policy with stochastic interest and inflation rates (Q2298524) (← links)
• Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models (Q2327617) (← links)
• A reinsurance game between two insurance companies with nonlinear risk processes (Q2347061) (← links)
• Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market (Q2421401) (← links)
• Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← links)
• Stochastic differential game strategies in the presence of reinsurance and dividend payout (Q2691341) (← links)
• Non-zero-sum reinsurance and investment game with correlation between insurance market and financial market under CEV model (Q2691381) (← links)
• A non-zero-sum stochastic differential game between two mean-variance insurers with inside information (Q2691503) (← links)
• Mean field and \(n\)-insurers games for robust optimal reinsurance-investment in correlated markets (Q2698598) (← links)
• Stochastic differential game formulation on the reinsurance and investment problem (Q2797662) (← links)
• ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER (Q4562959) (← links)
• Optimal reinsurance problems with extrapolative claim expectation (Q4563345) (← links)
• Time-consistent investment and reinsurance under relative performance concerns (Q4563482) (← links)
• A class of nonzero-sum investment and reinsurance games subject to systematic risks (Q4577200) (← links)
• Robust reinsurance contracts in continuous time (Q4583597) (← links)
• Robust reinsurance contract with learning and ambiguity aversion (Q5042791) (← links)
• Optimal investment problem between two insurers with value-added service (Q5078487) (← links)
• Robust reinsurance contracts with risk constraint (Q5117680) (← links)
• Stochastic Brownian Game of Absolute Dominance (Q5169736) (← links)
• Optimal proportional reinsurance with a loss-dependent premium principle (Q5242228) (← links)
• STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE (Q5745199) (← links)
• A Stackelberg reinsurance–investment game with asymmetric information and delay (Q5860820) (← links)
• The optimal deductible and coverage in insurance contracts and equilibrium risk sharing policies (Q6101861) (← links)
• Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process (Q6114645) (← links)
• Stochastic differential reinsurance and investment games with delay under VaR constraints⋆ (Q6118259) (← links)
• A hybrid reinsurance-investment game with delay and asymmetric information (Q6126033) (← links)
• A Stackelberg reinsurance-investment game with derivatives trading (Q6161744) (← links)
• Reinsurance contract design with heterogeneous beliefs and learning (Q6169392) (← links)
• Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model (Q6170565) (← links)