Optimal non-proportional reinsurance control and stochastic differential games
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Publication:2276206
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Cites work
- scientific article; zbMATH DE number 3505708 (Why is no real title available?)
- scientific article; zbMATH DE number 1249326 (Why is no real title available?)
- scientific article; zbMATH DE number 2172354 (Why is no real title available?)
- A stochastic differential reinsurance game
- Dynamic noncooperative game theory
- Dynamically stable cooperative solutions in randomly furcating differential games
- Optimal Play in a Stochastic Differential Game
- Optimal non-proportional reinsurance control
- Optimal reinsurance with a rescuing procedure
- Optimal risk and dividend distribution control models for an insurance company
- Optimality results for dividend problems in insurance
- Stochastic cooperative games in insurance
- Stochastic differential portfolio games
- The Existence of Value in Stochastic Differential Games
Cited in
(45)- On a new paradigm of optimal reinsurance: a stochastic Stackelberg differential game between an insurer and a reinsurer
- Stochastic differential games between two insurers with generalized mean-variance premium principle
- A hybrid reinsurance-investment game with delay and asymmetric information
- Two-player zero-sum stochastic differential games with regime switching
- Dynamic risk-sharing game and reinsurance contract design
- A stochastic differential reinsurance game
- Optimal reinsurance and investment based on stochastic differential games with Vasicek interest rate
- Optimal investment problem between two insurers with value-added service
- On a class of non-zero-sum stochastic differential dividend games with regime switching
- The optimal deductible and coverage in insurance contracts and equilibrium risk sharing policies
- Equilibrium strategies in a defined benefit pension plan game with regime switching
- A Stackelberg reinsurance-investment game with derivatives trading
- A game between two insurance companies with jump-diffusion risk model
- A reinsurance game between two insurance companies with nonlinear risk processes
- A reinsurance and investment game between two insurance companies with the different opinions about some extra information
- Optimal reinsurance strategy for an insurer and a reinsurer with generalized variance premium principle
- A stochastic differential game for quadratic-linear diffusion processes
- Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model
- Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework
- Minimal cost of a Brownian risk without ruin
- Stochastic differential portfolio games for an insurer in a jump-diffusion risk process
- Optimal reinsurance-investment problem under a CEV model: stochastic differential game formulation
- Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods
- Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market
- Nonzero-sum stochastic differential reinsurance games with jump-diffusion processes
- Stochastic differential game strategies in the presence of reinsurance and dividend payout
- Stochastic differential reinsurance games in diffusion approximation models
- Non-zero-sum stochastic differential reinsurance and investment games with default risk
- Time-consistent investment and reinsurance under relative performance concerns
- A Stackelberg reinsurance-investment game with asymmetric information and delay
- A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market
- Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints
- Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models
- Stochastic Brownian Game of Absolute Dominance
- Stochastic differential game formulation on the reinsurance and investment problem
- A Stackelberg reinsurance-investment game under Heston's stochastic volatility model
- A non-zero-sum stochastic differential game between two mean-variance insurers with inside information
- A two-layer stochastic game approach to reinsurance contracting and competition
- Optimal reinsurance strategy with mean-variance premium principle and relative performance concern
- Optimal stochastic differential games with VaR constraints
- Mean field and \(n\)-insurers games for robust optimal reinsurance-investment in correlated markets
- Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process
- Non-zero-sum stochastic differential games on investment, consumption and proportional reinsurance
- Optimal reinsurance contract in a Stackelberg game framework: a view of social planner
- A two-layer stochastic differential investment and reinsurance game with default risk under the bi-fractional Brownian motion environment
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