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~language:"eng"
~subject:"Monetary policy"
~subject:"Spieltheorie"
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1
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:
2
Dynamic risk-sharing game and
reinsurance
contract design
Chen, Shumin
;
Liu, Yanchu
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 216-231
Persistent link: https://www.econbiz.de/10012058864
Saved in:
3
A class of nonzero-sum investment and
reinsurance
games subject to systematic risks
Siu, Chi Chung
;
Yam, Sheung Chi Phillip
;
Yang, Hailiang
; …
- In:
Scandinavian actuarial journal
(
2017
)
8
,
pp. 670-707
Persistent link: https://www.econbiz.de/10011848596
Saved in:
4
Life
reinsurance
under perfect and asymmetric information
Chen, An
;
Hinken, Maria
;
Shen, Yang
- In:
Scandinavian actuarial journal
2024
(
2024
)
7
,
pp. 657-679
Persistent link: https://www.econbiz.de/10015052475
Saved in:
5
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:
6
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:
7
A continuous-time
theory
of
reinsurance
chains
Lv, Chen
;
Shen, Yang
;
Su, Jianxi
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 129-146
Persistent link: https://www.econbiz.de/10012419263
Saved in:
8
Stochastic asset allocation and
reinsurance
game under contagious claims
Liu, Guo
;
Zhuo, Jin
;
Li, Shuanming
;
Zhang, Jiannan
- In:
Finance research letters
49
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013479221
Saved in:
9
Time-consistent investment and
reinsurance
strategies for mean-variance insurers in n-agent and mean-field games
Guan, Guohui
;
Hu, Xiang
- In:
North American actuarial journal : NAAJ ; leading the …
26
(
2022
)
4
,
pp. 537-569
Persistent link: https://www.econbiz.de/10013483232
Saved in:
10
Stochastic cooperative games in insurance and
reinsurance
Suijs, Jeroen
;
De Waegenaere, Anja
;
Borm, Peter
-
1996
Persistent link: https://www.econbiz.de/10000936008
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