A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market
Year of publication: |
2021
|
---|---|
Authors: | Bai, Yanfei ; Zhou, Zhongbao ; Xiao, Helu ; Gao, Rui ; Zhong, Feimin |
Subject: | Stochastic Stackelberg differential game | Reinsurance contract design | Investment | Default risk | Delay | Rückversicherung | Reinsurance | Spieltheorie | Game theory | Stochastischer Prozess | Stochastic process | Kreditrisiko | Credit risk |
-
A hybrid stochastic differential reinsurance and investment game with bounded memory
Bai, Yanfei, (2022)
-
Non-zero-sum stochastic differential reinsurance and investment games with default risk
Deng, Chao, (2018)
-
Non-Zero-Sum Stochastic Differential Reinsurance and Investment Games with Default Risk
Deng, Chao, (2018)
- More ...
-
A hybrid stochastic differential reinsurance and investment game with bounded memory
Bai, Yanfei, (2022)
-
Zhong, Feimin, (2021)
-
Improving supply chain transparency with blockchain technology when considering product returns
Liu, Xingfen, (2024)
- More ...