A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment
Keisuke Kizaki, Taiga Saito, Akihiko Takahashi
| Year of publication: |
2024
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|---|---|
| Authors: | Kizaki, Keisuke ; Saito, Taiga ; Takahashi, Akihiko |
| Published in: |
Insurance : mathematics and economics. - Amsterdam : North Holland Publ. Co., ISSN 0167-6687, ZDB-ID 2010248-3. - Vol. 114.2024, p. 132-155
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2023.11.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015049386