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
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