Reinsurance games with n variance-premium reinsurers: from tree to chain
From MaRDI portal
Publication:6569746
Recommendations
- Stackelberg reinsurance chain under model ambiguity
- Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle
- A two-layer stochastic game approach to reinsurance contracting and competition
- Reinsurance contracts under Stackelberg game and market equilibrium
- Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model
Cites work
- scientific article; zbMATH DE number 3159879 (Why is no real title available?)
- A continuous-time theory of reinsurance chains
- Bowley reinsurance with asymmetric information on the insurer's risk preferences
- Bowley solution of a mean-variance game in insurance
- Bowley vs. Pareto optima in reinsurance contracting
- Chains of reinsurance
- Insurance with multiple insurers: a game-theoretic approach
- On a new paradigm of optimal reinsurance: a stochastic Stackelberg differential game between an insurer and a reinsurer
- Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model
- Optimal insurance risk control with multiple reinsurers
- Optimal reinsurance arrangements in the presence of two reinsurers
- Optimal reinsurance designs based on risk measures: a review
- Optimal reinsurance from the perspectives of both an insurer and a reinsurer
- Optimal reinsurance revisited point of view of cedent and reinsurer
- Optimal reinsurance with multiple reinsurers: competitive pricing and coalition stability
- PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS
- Reinsurance games with two reinsurers: tree versus chain
- Risk minimizing portfolios and HJBI equations for stochastic differential games
- Risk-adjusted bowley reinsurance under distorted probabilities
- Risk-neutral compatibility with option prices
- Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps
- Robust reinsurance contracts in continuous time
- Robust reinsurance contracts with uncertainty about jump risk
- Robust stochastic Stackelberg differential reinsurance and investment games for an insurer and a reinsurer with delay
- Stackelberg differential game for insurance under model ambiguity
- Stackelberg differential game for insurance under model ambiguity: general divergence
- Stackelberg differential game for reinsurance: mean-variance framework and random horizon
- Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework
Cited in
(3)
This page was built for publication: Reinsurance games with \(n\) variance-premium reinsurers: from tree to chain
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6569746)
