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scientific article; zbMATH DE number 7801528

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7801528

Statements

scholarly article

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publication date

8 February 2024

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full work available at URL

https://applmath.cjoe.ac.cn/jweb_yysxxb/EN/Y2023/V46/I3/412

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zbMATH Keywords

dependence

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competition

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reinsurance

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time consistency

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stochastic control

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MaRDI profile type

MaRDI publication profile

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A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market

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Optimal reinsurance and investment strategies for an insurer and a reinsurer under Hestons SV model: HARA utility and Legendre transform

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Robust stochastic Stackelberg differential reinsurance and investment games for an insurer and a reinsurer with delay

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Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer

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Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process

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Minimization of ruin probability with joint strategies of investment and reinsurance

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Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs

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Non-zero-sum reinsurance games subject to ambiguous correlations

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Time-consistent investment and reinsurance under relative performance concerns

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Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints

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Time-consistent equilibrium reinsurance-investment strategy for \(n\) competitive insurers under a new interaction mechanism and a general investment framework

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Robust optimal reinsurance-investment strategy with price jumps and correlated claims

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Identifiers

Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:6148940

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