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A reinsurance game between two insurance companies with nonlinear risk processes
Meng, Hui; Li, Shuanming; Zhuo, Jin - In: Insurance / Mathematics & economics 62 (2015), pp. 91-97
Persistent link: https://www.econbiz.de/10011312085
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Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks
Tan, Senren; Zhuo, Jin; Wu, Fuke - In: Economic modelling 49 (2015), pp. 331-343
Persistent link: https://www.econbiz.de/10011439593
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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
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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