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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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Stackelberg Reinsurance Chain Under Model Ambiguity
Cao, Jingyi; Li, Dongchen; Young, V.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
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Risk classification and cream skimming on the deregulated German insurance market
Beschorner, Patrick F. E. - 2003
Persistent link: https://www.econbiz.de/10001900957
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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
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Price and death
Itaya, Jun-ichi (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003635233
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Price and Death
Itaya, Jun-ichi; Ursprung, Heinrich W. - 2021
How does an artist's death impact on the price of his or her works of art? We investigate this question in an infinite-horizon dynamic general equilibrium setting. Employing the open-loop Stackelberg equilibrium concept to describe the interactive behaviour of collectors and artists, we find...
Persistent link: https://www.econbiz.de/10013316587
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Price and death : modeling the death effect in art price formation
Itaya, Jun-ichi; Ursprung, Heinrich W. - In: Research in economics : an international review of economics 70 (2016) 3, pp. 431-445
Persistent link: https://www.econbiz.de/10011631188
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Production and risk management in a multi-period duopoly under demand uncertainty
Pelster, Matthias - In: International journal of trade and global markets 6 (2013) 4, pp. 384-405
Persistent link: https://www.econbiz.de/10010199103
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Marketable and non-hedgeable risk in a duopoly framework with hedging
Pelster, Matthias - In: Journal of economics and finance 39 (2015) 4, pp. 697-716
Persistent link: https://www.econbiz.de/10011471443
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An integrated Bayesian-Game theoretic approach for product portfolio planning of a multi-attributed product in a duopolistic market
Goswami, Mohit; Pratap, Saurabh; Kumar, Sri Krishna - In: International journal of production research 54 (2016) 23/24, pp. 6897-7013
Persistent link: https://www.econbiz.de/10011566126