Pages that link to "Item:Q2364007"
From MaRDI portal
The following pages link to A reinsurance and investment game between two insurance companies with the different opinions about some extra information (Q2364007):
Displaying 19 items.
- A non-zero-sum reinsurance-investment game with delay and asymmetric information (Q2031383) (← links)
- A hybrid stochastic differential reinsurance and investment game with bounded memory (Q2242320) (← links)
- Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models (Q2327617) (← links)
- Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market (Q2421401) (← links)
- Robust optimal investment and reinsurance for an insurer with inside information (Q2656984) (← links)
- Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← 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)
- Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model (Q5015999) (← links)
- Expected utility maximization for an insurer with investment and risk control under inside information (Q5079840) (← links)
- A Stackelberg reinsurance–investment game with asymmetric information and delay (Q5860820) (← links)
- Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk (Q5867741) (← links)
- The optimal deductible and coverage in insurance contracts and equilibrium risk sharing policies (Q6101861) (← links)
- A Stackelberg reinsurance-investment game with derivatives trading (Q6161744) (← links)
- Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle (Q6547002) (← links)
- Mean-variance asset-liability management with inside information (Q6587726) (← links)
- Equilibrium strategies in a defined benefit pension plan game with regime switching (Q6607339) (← links)
- Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle (Q6609074) (← links)
