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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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Partial differential equations in economics and finance
Basov, Suran - 2007
Partial differential equations -- Elements of the theory of the Stochastic processes -- Partial differential equation … in the consumer theory -- Partial differential equations in the producer theory -- Partial differential equations and … pricing of the financial -- Derivatives -- A theory of boundedly rational behavior -- Partial differential equations in game …
Persistent link: https://www.econbiz.de/10003429606
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The premium-dividend competition in the prewar Japanese life insurance industry : a game-theoretic interpretation
Tsutsui, Yoshirō; Sekiguchi, Masahiko; Chano, Tsutomu - In: The Japanese economic review : the journal of the … 51 (2000) 4, pp. 519-535
Persistent link: https://www.econbiz.de/10001545497
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Competition to retain customers
MacGahan, A. M. - In: Marketing science : the marketing journal of the … 13 (1994) 2, pp. 165-176
Persistent link: https://www.econbiz.de/10001165754
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To commit or not to commit : a health insurance monopoly with variable quality and uncertain types of individuals
Kifmann, Mathias - 1997
Persistent link: https://www.econbiz.de/10013408135
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A game theory analysis of options : contributions to the theory of financial intermediation in continuous time
Ziegler, Alexandre - 1998
Persistent link: https://www.econbiz.de/10000676454
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Optimal debt service : straight vs. convertible debt
Koziol, Christian - In: Schmalenbach business review : sbr 58 (2006) 2, pp. 124-151
Persistent link: https://www.econbiz.de/10003308774
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On the singularities of an impulsive differential game arising in mathematical finance
Bernhard, Pierre - In: International game theory review 8 (2006) 2, pp. 219-229
Persistent link: https://www.econbiz.de/10003347413
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Illiquidity and derivative valuation
Horst, Ulrich; Naujokat, Felix - 2010
In illiquid markets, option traders may have an incentive to increase their portfolio value by using their impact on the dynamics of the underlying. We provide a mathematical framework within which to value derivatives under market impact in a multi-player framework by introducing strategic...
Persistent link: https://www.econbiz.de/10003952859
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Valuation of conservation and preservation properties
Winfree, Jason - 2003
Persistent link: https://www.econbiz.de/10003386140