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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
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Longevity risk and economic growth in sub-populations : evidence from Italy
Bozzo, Giuseppina; Levantesi, Susanna; Menzietti, … - In: Decisions in economics and finance : a journal of … 44 (2021) 1, pp. 101-115
Persistent link: https://www.econbiz.de/10012587821
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Economic Growth and Longevity Risk with Adverse Selection
Heijdra, Ben J. - 2010
We study adverse selection on annuity markets in a general-equilibrium model of the closed economy. Agents differ in their health type and invest their assets on the annuity market. Without informational asymmetries themodel features a separating equilibrium in which each agent obtains an...
Persistent link: https://www.econbiz.de/10013146294
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Economic Growth and Longevity Risk with Adverse Selection
Heijdra, Ben J. - 2010
external effects. Individual agents differ in terms of their mortality profile. At birth, nature assigns a health status to …
Persistent link: https://www.econbiz.de/10013148997
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Unmitigated disasters? : new evidence on the macroeconomic cost of natural catastrophes
Von Peter, Goetz; Dahlen, Sebastian von; Saxena, Sweta … - 2012
Persistent link: https://www.econbiz.de/10009702601
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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
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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
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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
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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
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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