Pages that link to "Item:Q4562959"

The following pages link to ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER (Q4562959):

Displaying 50 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 hybrid reinsurance-investment game with delay and asymmetric information (Q6126033) (← links)
• Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps (Q6139965) (← links)
• A Stackelberg reinsurance-investment game with derivatives trading (Q6161744) (← links)
• Reinsurance games with two reinsurers: tree versus chain (Q6168513) (← links)
• Optimal proportional reinsurance to maximize an insurer’s exponential utility under unobservable drift (Q6171940) (← links)
• Mixed leadership stochastic differential game in feedback information pattern with applications (Q6192960) (← links)
• Equilibria and efficiency in a reinsurance market (Q6193112) (← links)
• Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer (Q6494326) (← links)
• Stackelberg equilibria with multiple policyholders (Q6543156) (← links)
• Flexible Weather Index Insurance Design with Penalized Splines (Q6549250) (← links)
• Robust reinsurance and investment strategies under principal-agent framework (Q6549619) (← links)
• A two-layer stochastic differential investment and reinsurance game with default risk under the bi-fractional Brownian motion environment (Q6551480) (← links)
• Reinsurance games with \(n\) variance-premium reinsurers: from tree to chain (Q6569746) (← links)
• Optimal claim-dependent proportional reinsurance under a self-exciting claim model (Q6582432) (← links)