Equilibrium reinsurance strategies for n insurers under a unified competition and cooperation framework

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Cites work

scientific article; zbMATH DE number 3311504 (Why is no real title available?)
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Time-consistent equilibrium reinsurance-investment strategy for \(n\) competitive insurers under a new interaction mechanism and a general investment framework
Time-consistent investment and reinsurance under relative performance concerns
Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks
Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process
Traditional versus non-traditional reinsurance in a dynamic setting

Cited in

(8)

Nash equilibria in optimal reinsurance bargaining
Optimal portfolio and insurance strategy with biometric risks, habit formation and smooth ambiguity
Dynamic stochastic cooperative reinsurance strategy in a continuous time model
Mean field and \(n\)-insurers games for robust optimal reinsurance-investment in correlated markets
Equilibrium reinsurance strategy and mean residual life function
Time-Consistent Investment and Reinsurance Strategies for Mean–Variance Insurers in N-Agent and Mean-Field Games
Time-consistent equilibrium reinsurance-investment strategy for \(n\) competitive insurers under a new interaction mechanism and a general investment framework
Optimal reinsurance strategy with mean-variance premium principle and relative performance concern

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