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  • Search: subject:"mean-variance premium principle"
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Subject
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Risikomodell 7 Risk model 7 Portfolio selection 6 Portfolio-Management 6 Reinsurance 6 Rückversicherung 6 Game theory 5 Spieltheorie 5 mean-variance premium principle 5 Mean-variance premium principle 4 Decision under uncertainty 3 Economics of insurance 3 Entscheidung unter Unsicherheit 3 Insurance 3 Risiko 3 Risk 3 Stackelberg differential game 3 Versicherungsökonomik 3 Actuarial mathematics 2 Ambiguity 2 Bowley solution 2 Duopol 2 Duopoly 2 Mathematical programming 2 Mathematische Optimierung 2 Probability theory 2 Risikoprämie 2 Risk premium 2 Ruin probability 2 Theorie 2 Theory 2 Versicherung 2 Versicherungsmathematik 2 Wahrscheinlichkeitsrechnung 2 ambiguity 2 Control theory 1 Decision analysis 1 Decision under risk 1 Deductible 1 Diffusion approximation 1
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Undetermined 9 Free 2
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Article 11
Type of publication (narrower categories)
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Article in journal 11 Aufsatz in Zeitschrift 11
Language
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English 11
Author
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Young, Virginia R. 6 Cao, Jingyi 3 Li, Danping 3 Li, Dongchen 3 Zou, Bin 3 Han, Xia 2 Zeng, Yan 2 Chen, Shumin 1 Jiang, Wenjun 1 Landriault, David 1 Liang, Xiaoqing 1 Liang, Zhibin 1 Meng, Hui 1 Xu, Zuo Quan 1 Yang, Hailiang 1 Zhang, Xin 1 Zhang, Yiying 1
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Insurance / Mathematics & economics 5 Scandinavian actuarial journal 5 Astin bulletin : the journal of the International Actuarial Association 1
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ECONIS (ZBW) 11
Showing 1 - 10 of 11
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Stackelberg differential game for insurance under model ambiguity : general divergence
Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin - In: Scandinavian actuarial journal 2023 (2023) 7, pp. 735-763
Persistent link: https://www.econbiz.de/10014383896
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Moral-hazard-free insurance : mean-variance premium principle and rank-dependent utility theory
Xu, Zuo Quan - In: Scandinavian actuarial journal 2023 (2023) 3, pp. 269-289
Persistent link: https://www.econbiz.de/10014336334
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Optimal insurance design under mean-variance preference with narrow framing
Liang, Xiaoqing; Jiang, Wenjun; Zhang, Yiying - In: Insurance / Mathematics & economics 112 (2023), pp. 59-79
Persistent link: https://www.econbiz.de/10014446726
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Optimal reinsurance contract in a Stackelberg game framework : a view of social planner
Han, Xia; Landriault, David; Li, Danping - In: Scandinavian actuarial journal 2024 (2024) 2, pp. 124-148
Persistent link: https://www.econbiz.de/10014520072
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Stackelberg reinsurance chain under model ambiguity
Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin - In: Scandinavian actuarial journal 2024 (2024) 4, pp. 329-360
Persistent link: https://www.econbiz.de/10014520548
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Stackelberg differential game for insurance under model ambiguity
Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin - In: Insurance / Mathematics & economics 106 (2022), pp. 128-145
Persistent link: https://www.econbiz.de/10013380498
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Bowley solution of a mean-variance game in insurance
Li, Danping; Young, Virginia R. - In: Insurance / Mathematics & economics 98 (2021), pp. 35-43
Persistent link: https://www.econbiz.de/10012545274
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Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle
Han, Xia; Liang, Zhibin; Young, Virginia R. - In: Scandinavian actuarial journal 2020 (2020) 10, pp. 879-903
Persistent link: https://www.econbiz.de/10012313745
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Optimal reinsurance to minimize the discounted probability of ruin under ambiguity
Li, Danping; Young, Virginia R. - In: Insurance / Mathematics & economics 87 (2019), pp. 143-152
Persistent link: https://www.econbiz.de/10012058937
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Stochastic differential games between two insurers with generalized mean-variance premium principle
Chen, Shumin; Yang, Hailiang; Zeng, Yan - In: Astin bulletin : the journal of the International … 48 (2018) 1, pp. 413-434
Persistent link: https://www.econbiz.de/10011875615
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