Pages that link to "Item:Q466272"
From MaRDI portal
The following pages link to A class of non-zero-sum stochastic differential investment and reinsurance games (Q466272):
Displaying 50 items.
- Robust non-zero-sum stochastic differential reinsurance game (Q320290) (← links)
- Nonzero-sum stochastic differential portfolio games under a Markovian regime switching model (Q1666474) (← links)
- Non-zero-sum stochastic differential reinsurance and investment games with default risk (Q1681455) (← links)
- A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information (Q1716549) (← links)
- Non-zero-sum reinsurance games subject to ambiguous correlations (Q1755812) (← links)
- Robust non-zero-sum investment and reinsurance game with default risk (Q1757617) (← links)
- A reinsurance and investment game between two insurers under the CEV model (Q2007108) (← links)
- A non-zero-sum reinsurance-investment game with delay and asymmetric information (Q2031383) (← links)
- Dynamic equilibrium of market making with price competition (Q2062249) (← links)
- A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market (Q2074836) (← links)
- Maximum principle for general partial information nonzero sum stochastic differential games and applications (Q2150665) (← links)
- Convergence of deep fictitious play for stochastic differential games (Q2170300) (← links)
- Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065) (← links)
- Stochastic differential reinsurance games in diffusion approximation models (Q2223787) (← links)
- On a class of non-zero-sum stochastic differential dividend games with regime switching (Q2242076) (← 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)
- Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks (Q2306384) (← links)
- Time-consistent equilibrium reinsurance-investment strategy for \(n\) competitive insurers under a new interaction mechanism and a general investment framework (Q2306404) (← 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)
- A reinsurance and investment game between two insurance companies with the different opinions about some extra information (Q2364007) (← links)
- Constrained investment-reinsurance optimization with regime switching under variance premium principle (Q2374119) (← links)
- Demand for longevity securities under relative performance concerns: stochastic differential games with cointegration (Q2374128) (← links)
- Reinsurance contract design when the insurer is ambiguity-averse (Q2415981) (← 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)
- Relative performance evaluation for dynamic contracts in a large competitive market (Q2672102) (← links)
- Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market (Q2673823) (← links)
- Non-zero-sum reinsurance and investment game with correlation between insurance market and financial market under CEV model (Q2691381) (← 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)
- 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)
- Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model (Q5015999) (← links)
- Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model (Q5042789) (← links)
- Robust reinsurance contract with learning and ambiguity aversion (Q5042791) (← links)
- Robust reinsurance contracts with risk constraint (Q5117680) (← 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)
- Equilibrium reinsurance strategies for <i>n</i> insurers under a unified competition and cooperation framework (Q5861817) (← links)
- Time-Consistent Investment and Reinsurance Strategies for Mean–Variance Insurers in <i>N</i>-Agent and Mean-Field Games (Q5877349) (← links)
- The optimal deductible and coverage in insurance contracts and equilibrium risk sharing policies (Q6101861) (← links)
