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Search: subject:"Variance premium"
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variance premium
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9
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6
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2
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ECONIS (ZBW)
36
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1
Stackelberg differential game for insurance under model ambiguity : general divergence
Cao, Jingyi
;
Li, Dongchen
;
Young, Virginia R.
;
Zou, Bin
- In:
Scandinavian actuarial journal
2023
(
2023
)
7
,
pp. 735-763
Persistent link: https://www.econbiz.de/10014383896
Saved in:
2
Moral-hazard-free insurance : mean-
variance
premium
principle and rank-dependent utility theory
Xu, Zuo Quan
- In:
Scandinavian actuarial journal
2023
(
2023
)
3
,
pp. 269-289
Persistent link: https://www.econbiz.de/10014336334
Saved in:
3
Non-zero-sum reinsurance and investment game under thinning dependence structure : mean-
variance
premium
principle
Zhang, Caibin
;
Liang, Zhibin
- In:
Scandinavian actuarial journal
2024
(
2024
)
7
,
pp. 680-704
Persistent link: https://www.econbiz.de/10015052476
Saved in:
4
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:
5
Downside
variance
premium
, firm fundamentals, and expected corporate bond returns
Huang, Tao
;
Jiang, Liang
;
Li, Junye
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014488900
Saved in:
6
Optimal insurance design under mean-variance preference with narrow framing
Liang, Xiaoqing
;
Jiang, Wenjun
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 59-79
Persistent link: https://www.econbiz.de/10014446726
Saved in:
7
Optimal reinsurance contract in a Stackelberg game framework : a view of social planner
Han, Xia
;
Landriault, David
;
Li, Danping
- In:
Scandinavian actuarial journal
2024
(
2024
)
2
,
pp. 124-148
Persistent link: https://www.econbiz.de/10014520072
Saved in:
8
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:
9
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:
10
Smooth ambiguity preferences and asset prices with a jump-diffusion process
Suzuki, Masataka
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 871-887
Persistent link: https://www.econbiz.de/10013367866
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