A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment
Keisuke Kizaki, Taiga Saito, Akihiko Takahashi
| Year of publication: |
December 2022 ; Revised in January 2023
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|---|---|
| Authors: | Kizaki, Keisuke ; Saito, Taiga ; Takahashi, Akihiko |
| Publisher: |
[Tokyo] : [CIRJE, Faculty of Economics, University of Tokyo] |
| Subject: | incomplete market | multi-agent model | equilibrium model | reinsurance | contingent claim pricing | life-cycle investment | target-year (date) funds | Rückversicherung | Reinsurance | Unvollkommener Markt | Incomplete market | Agentenbasierte Modellierung | Agent-based modeling | Lebenszyklus | Life cycle | Portfolio-Management | Portfolio selection | CAPM | Optionspreistheorie | Option pricing theory | Allgemeines Gleichgewicht | General equilibrium |
freely available
| Extent: | 1 Online-Ressource (circa 15 Seiten) Illustrationen |
|---|---|
| Series: | CIRJE discussion papers / F series. - Tokyo : [Verlag nicht ermittelbar], ZDB-ID 2841317-9. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014286643