Stackelberg differential game for insurance under model ambiguity
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Cites work
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Cited in
(33)- Bowley solution of a mean-variance game in insurance
- Dynamics and stability analysis of a Stackelberg mixed duopoly game with price competition in insurance market
- On a Markovian game model for competitive insurance pricing
- Stackelberg reinsurance chain under model ambiguity
- Reinsurance games with two reinsurers: tree versus chain
- Asymptotic analysis of a Stackelberg differential game for insurance under model ambiguity
- Stackelberg differential game for insurance under model ambiguity: general divergence
- Equilibria and efficiency in a reinsurance market
- Stackelberg equilibria with multiple policyholders
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- Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein-Uhlenbeck process
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- Subgame perfect Nash equilibria in large reinsurance markets
- Stackelberg-equilibrium reinsurance contract with heterogeneous beliefs and uncertain parameter
- Robust time-consistent Stackelberg differential game for insurance with stochastic interest rates and 4/2 stochastic volatility
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- Stochastic Stackelberg differential investment and reinsurance game with ambiguous correlation
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