Pages that link to "Item:Q5745199"

The following pages link to STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE (Q5745199):

Displaying 17 items.

• Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin (Q784404) (← links)
• A reinsurance and investment game between two insurers under the CEV model (Q2007108) (← links)
• A non-zero-sum reinsurance-investment game with delay and asymmetric information (Q2031383) (← links)
• Construction of special soliton solutions to the stochastic Riccati equation (Q2084205) (← links)
• Convergence of deep fictitious play for stochastic differential games (Q2170300) (← links)
• A hybrid stochastic differential reinsurance and investment game with bounded memory (Q2242320) (← links)
• Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework (Q2273981) (← links)
• Time-consistent equilibrium reinsurance-investment strategy for \(n\) competitive insurers under a new interaction mechanism and a general investment framework (Q2306404) (← links)
• Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← links)
• Relative performance evaluation for dynamic contracts in a large competitive market (Q2672102) (← links)
• Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model (Q5015999) (← links)
• Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model (Q5042789) (← links)
• Optimal dividends and reinsurance with capital injection under thinning dependence (Q5093750) (← links)
• Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle (Q5140640) (← links)
• Optimal proportional reinsurance with a loss-dependent premium principle (Q5242228) (← links)
• Equilibrium reinsurance strategies for <i>n</i> insurers under a unified competition and cooperation framework (Q5861817) (← links)
• Time-Consistent Investment and Reinsurance Strategies for Mean–Variance Insurers in <i>N</i>-Agent and Mean-Field Games (Q5877349) (← links)