A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment
Year of publication: |
January 29, 2023
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Authors: | Kizaki, Keisuke ; Saito, Taiga ; Takahashi, Akihiko |
Publisher: |
[Tokyo] : Center for Advanced Research in Finance |
Subject: | incomplete market | multi-agent model | equilibrium model | reinsurance | contingent claim pricing | life-cycle investment | target-year (date) funds | Rückversicherung | Reinsurance | Unvollkommener Markt | Incomplete market | Agentenbasierte Modellierung | Agent-based modeling | Lebenszyklus | Life cycle | Portfolio-Management | Portfolio selection | CAPM | Optionspreistheorie | Option pricing theory | Allgemeines Gleichgewicht | General equilibrium |
Extent: | 1 Online-Ressource (circa 15 Seiten) Illustrationen |
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Series: | CARF working paper. - Tokyo : Center for Advanced Research in Finance, ZDB-ID 3079869-3. |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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