Pages that link to "Item:Q2273981"

The following pages link to Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework (Q2273981):

Displaying 44 items.

• Bowley solution of a mean-variance game in insurance (Q2034145) (← links)
• A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market (Q2074836) (← links)
• Stackelberg differential game for insurance under model ambiguity (Q2172035) (← links)
• A continuous-time theory of reinsurance chains (Q2212167) (← links)
• Mixed linear quadratic stochastic differential leader-follower game with input constraint (Q2238958) (← links)
• A hybrid stochastic differential reinsurance and investment game with bounded memory (Q2242320) (← links)
• Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← links)
• Stackelberg differential game for reinsurance: mean-variance framework and random horizon (Q2670107) (← links)
• Robust stochastic Stackelberg differential reinsurance and investment games for an insurer and a reinsurer with delay (Q2671233) (← links)
• Pareto-based Stackelberg differential game for stochastic systems with multi-followers (Q2673968) (← 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)
• ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER (Q4562959) (← links)
• Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model (Q5015999) (← links)
• Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer (Q5039793) (← links)
• Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model (Q5042789) (← links)
• Robust reinsurance contracts with risk constraint (Q5117680) (← links)
• A Stackelberg reinsurance–investment game with asymmetric information and delay (Q5860820) (← links)
• Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game (Q5865317) (← links)
• Time Inconsistency, Precommitment, and Equilibrium Strategies for a Stackelberg Game (Q5883157) (← links)
• Robust optimal dynamic reinsurance policies under the mean-RVaR premium principle (Q6082446) (← links)
• Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (Q6096581) (← links)
• Optimal reinsurance-investment problem for a general insurance company under a generalized dynamic contagion claim model (Q6099190) (← links)
• The optimal deductible and coverage in insurance contracts and equilibrium risk sharing policies (Q6101861) (← links)
• Stochastic differential reinsurance and investment games with delay under VaR constraints⋆ (Q6118259) (← links)
• A hybrid reinsurance-investment game with delay and asymmetric information (Q6126033) (← links)
• A Stackelberg reinsurance-investment game with derivatives trading (Q6161744) (← links)
• Asymptotic analysis of a Stackelberg differential game for insurance under model ambiguity (Q6169660) (← links)
• Stackelberg differential game for insurance under model ambiguity: general divergence (Q6169666) (← links)
• Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model (Q6170565) (← links)
• Robust backward linear-quadratic differential game and team: a soft-constraint analysis (Q6174053) (← links)
• Robust equilibrium reinsurance and investment strategy for the insurer and reinsurer under weighted mean-variance criterion (Q6193399) (← links)
• Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer (Q6494326) (← links)
• Robust reinsurance and investment strategies under principal-agent framework (Q6549619) (← links)
• A two-layer stochastic differential investment and reinsurance game with default risk under the bi-fractional Brownian motion environment (Q6551480) (← links)
• Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure (Q6554617) (← links)
• Robust optimal per-loss reinsurance strategy for an ambiguity-averse insurer (Q6559910) (← links)
• Linear-quadratic two-person differential game: Nash game versus Stackelberg game, local information versus global information (Q6562464) (← links)
• Reinsurance games with \(n\) variance-premium reinsurers: from tree to chain (Q6569746) (← links)
• A Stackelberg–Nash equilibrium with investment and reinsurance in mixed leadership game (Q6609075) (← links)
• An equilibrium model of reinsurance pricing (Q6650770) (← links)
• Alpha-robust mean-variance reinsurance and investment strategies with transaction costs (Q6653506) (← links)
• A two-layer stochastic game approach to reinsurance contracting and competition (Q6665602) (← links)
• Optimal reinsurance strategy with mean-variance premium principle and relative performance concern (Q6667345) (← links)