Pages that link to "Item:Q5745199"
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The following pages link to STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE (Q5745199):
Displaying 33 items.
- Optimal stochastic differential games with VaR constraints (Q379028) (← links)
- Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin (Q784404) (← links)
- Stochastic differential portfolio games for an insurer in a jump-diffusion risk process (Q1935921) (← 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)
- Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market (Q2421401) (← 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)
- Reinsurance and investment for mean-variance stochastic differential games (Q2824375) (← links)
- A stochastic differential game for quadratic-linear diffusion processes (Q2963689) (← 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)
- A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility (Q6163064) (← 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)
- Optimal strategies for an ambiguity-averse insurer under a jump-diffusion model and defaultable risk (Q6534590) (← links)
- Non-zero-sum stochastic differential games on investment, consumption and proportional reinsurance (Q6536955) (← links)
- A mean field game approach to optimal investment and risk control for competitive insurers (Q6543157) (← 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 non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction (Q6594800) (← links)
- Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle (Q6609074) (← links)
- Optimal reinsurance strategy with mean-variance premium principle and relative performance concern (Q6667345) (← links)
