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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"International journal of industrial organization"
~subject:"Markov-Kette"
~subject:"Relative performance"
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Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints
Wang, Ning
;
Zhang, Nan
;
Zhuo, Jin
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 168-184
Persistent link: https://www.econbiz.de/10012482845
Saved in:
2
Robust non-zero-sum investment and reinsurance game with default risk
Wang, Ning
;
Zhang, Nan
;
Zhuo, Jin
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 115-132
Persistent link: https://www.econbiz.de/10011990456
Saved in:
3
Equilibrium analysis of dynamic models of imperfect competition
Escobar, Juan F.
- In:
International journal of industrial organization
31
(
2013
)
1
,
pp. 92-101
Persistent link: https://www.econbiz.de/10009716332
Saved in:
4
Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model
Shen, Yang
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 757-768
Persistent link: https://www.econbiz.de/10010227881
Saved in:
5
Optimal reinsurance strategies in regime-switching jump diffusion models : stochastic differential game formulation and numerical methods
Zhuo, Jin
;
Yin, George
;
Wu, Fuke
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 733-746
Persistent link: https://www.econbiz.de/10010227891
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