Narrow search
Showing 1 - 5 of 5
Cover Image
Reinsurance games with two reinsurers : tree versus chain
Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin - In: European journal of operational research : EJOR 310 (2023) 2, pp. 928-941
Persistent link: https://www.econbiz.de/10014340807
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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