Bowley solution of a mean-variance game in insurance
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Publication:2034145
Recommendations
- Bowley reinsurance with asymmetric information on the insurer's risk preferences
- Risk-adjusted bowley reinsurance under distorted probabilities
- A Bowley solution with limited ceded risk for a monopolistic reinsurer
- Bowley reinsurance with asymmetric information: a first-best solution
- Stackelberg differential game for insurance under model ambiguity
Cites work
- Bowley reinsurance with asymmetric information on the insurer's risk preferences
- Equilibrium strategies for the mean-variance investment problem over a random horizon
- scientific article; zbMATH DE number 3198487 (Why is no real title available?)
- Minimizing the discounted probability of exponential Parisian ruin via reinsurance
- Optimal combination of quota-share and stop-loss reinsurance treaties under the joint survival probability
- Optimal reinsurance design: a mean-variance approach
- Optimal reinsurance from the perspectives of both an insurer and a reinsurer
- Optimal reinsurance revisited point of view of cedent and reinsurer
- Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle
- Optimal risk sharing under distorted probabilities
- Pareto-optimal reinsurance arrangements under general model settings
- PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS
- Risk-adjusted bowley reinsurance under distorted probabilities
- Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework
- The Nash bargaining solution vs. equilibrium in a reinsurance syndicate
Cited in
(27)- A Bowley solution with limited ceded risk for a monopolistic reinsurer
- Risk-adjusted bowley reinsurance under distorted probabilities
- Stackelberg differential game for reinsurance: mean-variance framework and random horizon
- Bowley reinsurance with asymmetric information: a first-best solution
- Optimal insurance design under mean-variance preference with narrow framing
- Bowley vs. Pareto optima in reinsurance contracting
- Optimal reinsurance contract in a Stackelberg game framework: a view of social planner
- Stackelberg equilibria with multiple policyholders
- Robust reinsurance and investment strategies under principal-agent framework
- Reinsurance games with n variance-premium reinsurers: from tree to chain
- Bowley Insurance with Expected Utility Maximization of the Policyholders
- Optimal insurance with mean-deviation measures
- Optimal reinsurance strategy with mean-variance premium principle and relative performance concern
- Optimal reinsurance design under distortion risk measures and reinsurer's default risk with partial recovery
- Subgame perfect Nash equilibria in large reinsurance markets
- Optimal proportional insurance under claim habit
- A nonzero-sum game with reinforcement learning under mean-variance framework
- Performance-based variable premium scheme and reinsurance design
- Co-opetition in reinsurance markets: when Pareto meets Stackelberg and Nash
- Bowley solution of a variance game in insurance
- Time-consistent per-loss reinsurance and investment strategies in correlated markets with smooth ambiguity
- Optimal insurance contract under mean-variance preference with value at risk constraint
- Insurance contract for electric vehicle charging stations: a Stackelberg game-theoretic approach
- Bowley-optimal convex-loaded premium principles
- Two Stackelberg games in life insurance: mean-variance criterion
- Robust reinsurance contract and investment with delay under mean-variance framework
- Stackelberg equilibria in monopoly insurance markets with probability weighting
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