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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

Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework

Lv, Chen; Shen, Yang - In: Insurance / Mathematics & economics 88 (2019), pp. 120-137

Persistent link: https://www.econbiz.de/10012105527

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

Stackelberg Reinsurance Chain Under Model Ambiguity

Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin - 2022

In this paper, we consider a continuous-time version of a reinsurance chain, which is sequentially formed by $n+1 … misspecification, all companies are ambiguous about the original risk of the primary insurer. We model each reinsurance contracting …. Reinsurance is priced using the mean-variance premium principle and all companies are risk neutral under their own beliefs. We …

Persistent link: https://www.econbiz.de/10014077957

Risk classification and cream skimming on the deregulated German insurance market

Beschorner, Patrick Frank Ernst - 2003

Persistent link: https://www.econbiz.de/10001900957

Risk classification and cream skimming on the deregulated German insurance market

Beschorner, Patrick Frank Ernst - 2003

In a two-stage model insurance companies first decide upon risk classification and then compete in prices. I show that the observed heterogeneous behavior of similar firms is compatible with rational behavior. On the deregulated German insurance market individual application of classification...

Persistent link: https://www.econbiz.de/10010498978