Stackelberg differential game for reinsurance: mean-variance framework and random horizon
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Publication:2670107
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Cites work
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- Risk-adjusted bowley reinsurance under distorted probabilities
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- Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework
Cited in
(42)- Stackelberg differential game for insurance under model ambiguity
- Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework
- 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
- Mean field and \(n\)-insurers games for robust optimal reinsurance-investment in correlated markets
- On a new paradigm of optimal reinsurance: a stochastic Stackelberg differential game between an insurer and a reinsurer
- Time Inconsistency, Precommitment, and Equilibrium Strategies for a Stackelberg Game
- Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework
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