Pages that link to "Item:Q2276206"
From MaRDI portal
The following pages link to Optimal non-proportional reinsurance control and stochastic differential games (Q2276206):
Displayed 31 items.
- Non-zero-sum stochastic differential reinsurance and investment games with default risk (Q1681455) (← links)
- Stochastic differential portfolio games for an insurer in a jump-diffusion risk process (Q1935921) (← links)
- Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods (Q2015641) (← links)
- A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market (Q2074836) (← links)
- Two-player zero-sum stochastic differential games with regime switching (Q2174009) (← links)
- Stochastic differential reinsurance games in diffusion approximation models (Q2223787) (← links)
- Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework (Q2273981) (← links)
- Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models (Q2327617) (← links)
- A reinsurance game between two insurance companies with nonlinear risk processes (Q2347061) (← links)
- A reinsurance and investment game between two insurance companies with the different opinions about some extra information (Q2364007) (← links)
- Dynamic risk-sharing game and reinsurance contract design (Q2415979) (← links)
- Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market (Q2421401) (← links)
- Minimal cost of a Brownian risk without ruin (Q2447424) (← links)
- Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← links)
- Stochastic differential game strategies in the presence of reinsurance and dividend payout (Q2691341) (← links)
- A Stackelberg reinsurance-investment game under Heston's stochastic volatility model (Q2691386) (← links)
- A non-zero-sum stochastic differential game between two mean-variance insurers with inside information (Q2691503) (← links)
- Mean field and \(n\)-insurers games for robust optimal reinsurance-investment in correlated markets (Q2698598) (← links)
- Stochastic differential game formulation on the reinsurance and investment problem (Q2797662) (← links)
- ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER (Q4562959) (← links)
- Time-consistent investment and reinsurance under relative performance concerns (Q4563482) (← links)
- Optimal investment problem between two insurers with value-added service (Q5078487) (← links)
- Stochastic Brownian Game of Absolute Dominance (Q5169736) (← links)
- STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE (Q5745199) (← links)
- A Stackelberg reinsurance–investment game with asymmetric information and delay (Q5860820) (← links)
- The optimal deductible and coverage in insurance contracts and equilibrium risk sharing policies (Q6101861) (← links)
- Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process (Q6114645) (← links)
- Optimal reinsurance contract in a Stackelberg game framework: a view of social planner (Q6121115) (← links)
- A hybrid reinsurance-investment game with delay and asymmetric information (Q6126033) (← links)
- A Stackelberg reinsurance-investment game with derivatives trading (Q6161744) (← links)
- Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model (Q6170565) (← links)