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Stochastic differential reinsurance games with capital injections
Zhang, Nan; Zhuo, Jin; Qian, Linyi; Fan, Kun - In: Insurance / Mathematics & economics 88 (2019), pp. 7-18
Persistent link: https://www.econbiz.de/10012105353
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Strategic capital accumulation with singular control : conference paper
Steg, Jan-Henrik - 2013
We present a duopoly model of strategic capital accumulation in continuous time with uncertainty, such that investment takes the form of singular control. Spot competition is of Cournot type. For this model there exists a parameterized and Pareto-rankable family of Markov perfect equiblibria in...
Persistent link: https://www.econbiz.de/10010339395
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Selection of equilibrium in a dynamic oligopoly with cost-reducing investments
Horniaček, Milan - 1997
Persistent link: https://www.econbiz.de/10000635281
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Dynamic oligopoly with capital accumulation and environmental externality
Dragone, Davide; Lambertini, Luca; Palestini, Arsen - In: Dynamic systems, economic growth, and the environment, (pp. 197-214). 2010
Persistent link: https://www.econbiz.de/10003917141
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On singular control games : with applications to capital accumulation
Steg, Jan-Henrik - 2010
Persistent link: https://www.econbiz.de/10008858392
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Strategic behaviour in energy markets : advances in complementarity and multi-stage equilibrium modelling
Huppman, Daniel - 2014
Persistent link: https://www.econbiz.de/10010532766
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R&D competition versus R&D cooperation in oligopolistic markets with evolving structure
Dawid, Herbert; Kopel, Michael; Kort, Peter M. - In: International journal of industrial organization 31 (2013) 5, pp. 527-537
Persistent link: https://www.econbiz.de/10010247638
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Investment into container shipping capacity : a real options approach in oligopolistic competition
Rau, Philipp; Spinler, Stefan - In: Transportation research / E : an international journal 93 (2016), pp. 130-147
Persistent link: https://www.econbiz.de/10011557004
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A dynamic model of oligopolistic market structure, featuring positioning investments
Bloch, Harry; Eaton, Buford Curtis; Rothschild, R. - In: International journal of the economics of business 21 (2014) 3, pp. 379-411
Persistent link: https://www.econbiz.de/10010484173
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Strategic investment
Poddar, Sougata; Sasaki, Dan - In: Technology, information and market dynamics : topics in …, (pp. 21-50). 2003
Persistent link: https://www.econbiz.de/10001762627