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Spieltheoretische Verfahren der Kapitalallokation im Versicherungsunternehmen

Mandl, Jochen - In: Zeitschrift für die gesamte Versicherungswissenschaft … 94 (2005) 1, pp. 79-103

Persistent link: https://www.econbiz.de/10002841065

Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure

Zhang, Caibin; Liang, Zhibin; Yuan, Yu - In: European journal of operational research : EJOR 315 (2024) 1, pp. 213-227

Persistent link: https://www.econbiz.de/10014562822

A quasi-variational inequality approach to the financial equilibrium problem

Scrimali, Laura (contributor) - 2006

Persistent link: https://www.econbiz.de/10003402040

A Quasi-Variational Inequality Approach to the Financial Equilibrium Problem

Scrimali, Laura - 2007

This paper presents the time-dependent, multi-agent and multi-activityfinancial equilibrium problem when budget constraints are implicitly defined. Specifically, we assume that total wealth is elastic with respect to the optimal investment. Such a problem is formulated as an infinite-dimensional...

Persistent link: https://www.econbiz.de/10012730481