A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment
Year of publication: |
2024
|
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Authors: | Kizaki, Keisuke ; Saito, Taiga ; Takahashi, Akihiko |
Subject: | Equilibrium model | Incomplete market | Life-cycle investment | Multi-agent model | Reinsurance pricing | Unvollkommener Markt | Rückversicherung | Reinsurance | Agentenbasierte Modellierung | Agent-based modeling | Lebenszyklus | Life cycle | Portfolio-Management | Portfolio selection | Allgemeines Gleichgewicht | General equilibrium | Gleichgewichtstheorie | Equilibrium theory |
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