Pages that link to "Item:Q2347061"

The following pages link to A reinsurance game between two insurance companies with nonlinear risk processes (Q2347061):

Displaying 23 items.

• 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)
• A hybrid stochastic differential reinsurance and investment game with bounded memory (Q2242320) (← links)
• Stochastic differential reinsurance games with capital injections (Q2273971) (← links)
• Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework (Q2273981) (← links)
• Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models (Q2327617) (← links)
• A reinsurance and investment game between two insurance companies with the different opinions about some extra information (Q2364007) (← links)
• Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market (Q2421401) (← links)
• A stochastic Nash equilibrium portfolio game between two DC pension funds (Q2520451) (← links)
• Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← 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)
• Mean field and \(n\)-insurers games for robust optimal reinsurance-investment in correlated markets (Q2698598) (← links)
• ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER (Q4562959) (← links)
• Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model (Q5015999) (← links)
• Optimal investment problem between two insurers with value-added service (Q5078487) (← links)
• Robust reinsurance contracts with risk constraint (Q5117680) (← 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)
• Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk (Q5867741) (← links)
• The optimal deductible and coverage in insurance contracts and equilibrium risk sharing policies (Q6101861) (← links)
• A Stackelberg reinsurance-investment game with derivatives trading (Q6161744) (← links)
• Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model (Q6170565) (← links)