A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment
Keisuke Kizaki (Life Insurance Analytics Department, Mizuho-DL Financial Technology Co., Ltd.,), Taiga Saito (School of Commerce, Senshu University), Akihiko Takahashi (Graduate School of Economics, The University of Tokyo)
| Year of publication: |
November 23, 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 pricing | life-cycle investment | Unvollkommener Markt | Incomplete market | Rückversicherung | Reinsurance | Agentenbasierte Modellierung | Agent-based modeling | Portfolio-Management | Portfolio selection | Lebenszyklus | Life cycle | Allgemeines Gleichgewicht | General equilibrium | Gleichgewichtstheorie | Equilibrium theory |
freely available
| Extent: | 1 Online-Ressource (circa 29 Seiten) Illustrationen |
|---|---|
| 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 |
Persistent link: https://www.econbiz.de/10014438155