Pages that link to "Item:Q2273981"
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The following pages link to Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework (Q2273981):
Displayed 34 items.
- Bowley solution of a mean-variance game in insurance (Q2034145) (← links)
- A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market (Q2074836) (← links)
- Stackelberg differential game for insurance under model ambiguity (Q2172035) (← links)
- A continuous-time theory of reinsurance chains (Q2212167) (← links)
- Mixed linear quadratic stochastic differential leader-follower game with input constraint (Q2238958) (← links)
- A hybrid stochastic differential reinsurance and investment game with bounded memory (Q2242320) (← links)
- Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← links)
- Stackelberg differential game for reinsurance: mean-variance framework and random horizon (Q2670107) (← links)
- Robust stochastic Stackelberg differential reinsurance and investment games for an insurer and a reinsurer with delay (Q2671233) (← links)
- Pareto-based Stackelberg differential game for stochastic systems with multi-followers (Q2673968) (← links)
- A Stackelberg reinsurance-investment game under Heston's stochastic volatility model (Q2691386) (← links)
- A non-zero-sum stochastic differential game between two mean-variance insurers with inside information (Q2691503) (← links)
- Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model (Q5015999) (← links)
- Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer (Q5039793) (← links)
- Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model (Q5042789) (← links)
- Robust reinsurance contracts with risk constraint (Q5117680) (← links)
- A Stackelberg reinsurance–investment game with asymmetric information and delay (Q5860820) (← links)
- Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game (Q5865317) (← links)
- Time Inconsistency, Precommitment, and Equilibrium Strategies for a Stackelberg Game (Q5883157) (← links)
- Robust optimal dynamic reinsurance policies under the mean-RVaR premium principle (Q6082446) (← links)
- Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (Q6096581) (← links)
- Optimal reinsurance-investment problem for a general insurance company under a generalized dynamic contagion claim model (Q6099190) (← links)
- The optimal deductible and coverage in insurance contracts and equilibrium risk sharing policies (Q6101861) (← links)
- Stochastic differential reinsurance and investment games with delay under VaR constraints⋆ (Q6118259) (← links)
- A Stackelberg reinsurance-investment game under <i>α</i> -maxmin mean-variance criterion and stochastic volatility (Q6121109) (← links)
- Optimal reinsurance contract in a Stackelberg game framework: a view of social planner (Q6121115) (← links)
- A hybrid reinsurance-investment game with delay and asymmetric information (Q6126033) (← links)
- Stackelberg reinsurance chain under model ambiguity (Q6127103) (← links)
- A Stackelberg reinsurance-investment game with derivatives trading (Q6161744) (← links)
- Asymptotic analysis of a Stackelberg differential game for insurance under model ambiguity (Q6169660) (← links)
- Stackelberg differential game for insurance under model ambiguity: general divergence (Q6169666) (← links)
- Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model (Q6170565) (← links)
- Robust backward linear-quadratic differential game and team: a soft-constraint analysis (Q6174053) (← links)
- Robust equilibrium reinsurance and investment strategy for the insurer and reinsurer under weighted mean-variance criterion (Q6193399) (← links)
