Pages that link to "Item:Q4562959"
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The following pages link to ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER (Q4562959):
Displayed 41 items.
- Nash equilibria in optimal reinsurance bargaining (Q784435) (← links)
- Prevention efforts, insurance demand and price incentives under coherent risk measures (Q784461) (← links)
- On the Stackelberg knapsack game (Q2029942) (← links)
- A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market (Q2074836) (← links)
- Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion (Q2084302) (← links)
- On a Markovian game model for competitive insurance pricing (Q2152254) (← 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)
- Global solutions of stochastic Stackelberg differential games under convex control constraint (Q2242947) (← links)
- Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework (Q2273981) (← links)
- A Bowley solution with limited ceded risk for a monopolistic reinsurer (Q2306102) (← links)
- Risk-adjusted bowley reinsurance under distorted probabilities (Q2415964) (← 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)
- A linear-quadratic partially observed Stackelberg stochastic differential game with application (Q2668356) (← 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)
- A Stackelberg reinsurance-investment game under Heston's stochastic volatility model (Q2691386) (← links)
- Optimal investment strategy for an insurer with partial information in capital and insurance markets (Q2691446) (← links)
- Bowley reinsurance with asymmetric information on the insurer's risk preferences (Q4959370) (← 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)
- Stackelberg stochastic differential game with asymmetric noisy observations (Q5043506) (← links)
- Bowley reinsurance with asymmetric information: a first-best solution (Q5106337) (← links)
- Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model (Q5117677) (← links)
- Robust reinsurance contracts with risk constraint (Q5117680) (← links)
- Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information (Q5854375) (← 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)
- Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk (Q5867741) (← 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)
- Bowley vs. Pareto optima in reinsurance contracting (Q6106993) (← links)
- A Stackelberg reinsurance-investment game with derivatives trading (Q6161744) (← links)
- Reinsurance games with two reinsurers: tree versus chain (Q6168513) (← 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)
- Optimal proportional reinsurance to maximize an insurer’s exponential utility under unobservable drift (Q6171940) (← links)