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~subject:"Spieltheorie"
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Search: subject:"Variance premium"
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Spieltheorie
Theorie
18
Theory
18
Risikoprämie
15
Risk premium
15
Portfolio selection
14
Portfolio-Management
14
variance premium
14
Reinsurance
13
Rückversicherung
13
Capital income
12
Estimation
12
Kapitaleinkommen
12
Schätzung
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Volatility
11
Volatilität
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Variance premium
9
Börsenkurs
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Decision under uncertainty
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Entscheidung unter Unsicherheit
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Share price
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Forecasting model
7
Game theory
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Prognoseverfahren
7
Risikomodell
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Risk model
7
Variance premium principle
7
CAPM
6
Risikoaversion
6
Risk aversion
6
Option pricing theory
5
Optionspreistheorie
5
Stackelberg differential game
5
mean-variance premium principle
5
Mean-variance premium principle
4
Stochastic process
4
Stochastischer Prozess
4
belief distortion
4
learning
4
return predictability
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7
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Young, Virginia R.
5
Cao, Jingyi
3
Li, Dongchen
3
Zou, Bin
3
Li, Danping
2
Chen, Shumin
1
Lv, Chen
1
Shen, Yang
1
Yang, Hailiang
1
Zeng, Yan
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Insurance / Mathematics & economics
3
Astin bulletin : the journal of the International Actuarial Association
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Scandinavian actuarial journal
1
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ECONIS (ZBW)
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1
Reinsurance games with n
variance-premium
reinsurers : from tree to chain
Cao, Jingyi
;
Li, Dongchen
;
Young, Virginia R.
;
Zou, Bin
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 706-728
Persistent link: https://www.econbiz.de/10014342973
Saved in:
2
Stackelberg reinsurance chain under model ambiguity
Cao, Jingyi
;
Li, Dongchen
;
Young, Virginia R.
;
Zou, Bin
- In:
Scandinavian actuarial journal
2024
(
2024
)
4
,
pp. 329-360
Persistent link: https://www.econbiz.de/10014520548
Saved in:
3
Stackelberg differential game for reinsurance : mean-variance framework and random horizon
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 42-55
Persistent link: https://www.econbiz.de/10013271955
Saved in:
4
Stackelberg differential game for insurance under model ambiguity
Cao, Jingyi
;
Li, Dongchen
;
Young, Virginia R.
;
Zou, Bin
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 128-145
Persistent link: https://www.econbiz.de/10013380498
Saved in:
5
Bowley solution of a mean-variance game in insurance
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 35-43
Persistent link: https://www.econbiz.de/10012545274
Saved in:
6
Stochastic differential games between two insurers with generalized mean-
variance
premium
principle
Chen, Shumin
;
Yang, Hailiang
;
Zeng, Yan
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 413-434
Persistent link: https://www.econbiz.de/10011875615
Saved in:
7
On a new paradigm of optimal reinsurance : a stochastic stackelberg differential game between an insurer and a reinsurer
Lv, Chen
;
Shen, Yang
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 905-960
Persistent link: https://www.econbiz.de/10011875926
Saved in:
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