Optimal reinsurance strategy based on competition under two kinds of dependent insurance business
From MaRDI portal
Publication:6148940
Authors: Peng Yang 
Publication date: 8 February 2024
Full work available at URL: https://applmath.cjoe.ac.cn/jweb_yysxxb/EN/Y2023/V46/I3/412
Recommendations
- Optimal reinsurance and investment under \(n\) dependent insurance businesses
- scientific article; zbMATH DE number 7366597
- Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure
- Time-consistent reinsurance and investment strategy selection under mean-variance criterion
Cites Work
- Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs
- Minimization of ruin probability with joint strategies of investment and reinsurance
- Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer
- Time-consistent equilibrium reinsurance-investment strategy for \(n\) competitive insurers under a new interaction mechanism and a general investment framework
- Robust optimal reinsurance-investment strategy with price jumps and correlated claims
- Non-zero-sum reinsurance games subject to ambiguous correlations
- Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints
- Optimal reinsurance and investment strategies for an insurer and a reinsurer under Hestons SV model: HARA utility and Legendre transform
- Time-consistent investment and reinsurance under relative performance concerns
- A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market
- Robust stochastic Stackelberg differential reinsurance and investment games for an insurer and a reinsurer with delay
- Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process
This page was built for publication: Optimal reinsurance strategy based on competition under two kinds of dependent insurance business
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6148940)
