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1
A hybrid stochastic differential reinsurance and investment game with bounded memory
Bai, Yanfei
;
Zhou, Zhongbao
;
Xiao, Helu
;
Gao, Rui
; …
- In:
European journal of operational research : EJOR
296
(
2022
)
2
,
pp. 717-737
Persistent link: https://www.econbiz.de/10012663391
Saved in:
2
A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market
Bai, Yanfei
;
Zhou, Zhongbao
;
Xiao, Helu
;
Gao, Rui
; …
- In:
Mathematical methods of operations research : ZOR
94
(
2021
)
3
,
pp. 341-381
Persistent link: https://www.econbiz.de/10012793533
Saved in:
3
Bowley solution of a mean-variance game in insurance
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 35-43
Persistent link: https://www.econbiz.de/10012545274
Saved in:
4
Optimal reinsurance to minimize the discounted probability of ruin under ambiguity
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 143-152
Persistent link: https://www.econbiz.de/10012058937
Saved in:
5
Stackelberg differential game for insurance under model ambiguity : general divergence
Cao, Jingyi
;
Li, Dongchen
;
Young, Virginia R.
;
Zou, Bin
- In:
Scandinavian actuarial journal
2023
(
2023
)
7
,
pp. 735-763
Persistent link: https://www.econbiz.de/10014383896
Saved in:
6
Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle
Han, Xia
;
Liang, Zhibin
;
Young, Virginia R.
- In:
Scandinavian actuarial journal
2020
(
2020
)
10
,
pp. 879-903
Persistent link: https://www.econbiz.de/10012313745
Saved in:
7
Moral-hazard-free insurance : mean-variance premium principle and rank-dependent utility theory
Xu, Zuo Quan
- In:
Scandinavian actuarial journal
2023
(
2023
)
3
,
pp. 269-289
Persistent link: https://www.econbiz.de/10014336334
Saved in:
8
Optimal insurance design under mean-variance preference with narrow framing
Liang, Xiaoqing
;
Jiang, Wenjun
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 59-79
Persistent link: https://www.econbiz.de/10014446726
Saved in:
9
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
Saved in:
10
Stackelberg differential game for insurance under model ambiguity
Cao, Jingyi
;
Li, Dongchen
;
Young, Virginia R.
;
Zou, Bin
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 128-145
Persistent link: https://www.econbiz.de/10013380498
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