Equilibrium reinsurance strategies for n insurers under a unified competition and cooperation framework
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Publication:5861817
DOI10.1080/03461238.2021.1918577zbMATH Open1491.91112OpenAlexW3171210036MaRDI QIDQ5861817FDOQ5861817
Xiangyu Cui, Peng Yang, Zhiping Chen
Publication date: 2 March 2022
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2021.1918577
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Cited In (5)
- Optimal portfolio and insurance strategy with biometric risks, habit formation and smooth ambiguity
- Time-Consistent Investment and Reinsurance Strategies for Mean–Variance Insurers in N-Agent and Mean-Field Games
- Nash equilibria in optimal reinsurance bargaining
- Optimal reinsurance strategy with mean-variance premium principle and relative performance concern
- Mean field and \(n\)-insurers games for robust optimal reinsurance-investment in correlated markets
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