Robust reinsurance contracts in continuous time
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Publication:4583597
DOI10.1080/03461238.2016.1274270zbMATH Open1416.91189OpenAlexW2564456188MaRDI QIDQ4583597FDOQ4583597
Authors: Duni Hu, Shou Chen, Hailong Wang 
Publication date: 31 August 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2016.1274270
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Cited In (22)
- Stackelberg differential game for insurance under model ambiguity: general divergence
- Reinsurance contract design with heterogeneous beliefs and learning
- Title not available (Why is that?)
- Reinsurance games with \(n\) variance-premium reinsurers: from tree to chain
- Dynamic risk-sharing game and reinsurance contract design
- Household consumption-investment-insurance decisions with uncertain income and market ambiguity
- Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model
- Robust reinsurance contracts with risk constraint
- Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer
- Robust non-zero-sum investment and reinsurance game with default risk
- Optimal risk exposure and dividend payout policies under model uncertainty
- Robust Contracts in Continuous Time
- A Stackelberg–Nash equilibrium with investment and reinsurance in mixed leadership game
- Concave distortion risk minimizing reinsurance design under adverse selection
- Stackelberg differential game for insurance under model ambiguity
- Robust reinsurance contract with learning and ambiguity aversion
- Reinsurance contract design when the insurer is ambiguity-averse
- Reinsurance contracts under Stackelberg game and market equilibrium
- Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model
- Optimal reinsurance contract in a Stackelberg game framework: a view of social planner
- Robust reinsurance and investment strategies under principal-agent framework
- Stackelberg reinsurance chain under model ambiguity
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