In this paper, we discuss how to determine the optimal investment portfolio and reinsurance strategy of insurance company based on zero-sum stochastic differential game between the market and the insurer. We extend Zhang and Siu (2009)’s model by (1) including a risk-free asset, (2)...

Game theory in economics -- Normal and extensive form games -- A first look at equilibrium -- Games with nature -- Nash equilibrium: existence and foundations -- Renements in dynamic games -- Signaling -- Repeated games -- Topics in dynamic games -- Bargaining -- Introduction to mechanism design...

We consider various lexicographic allocation procedures for coalitional games with transferable utility where the payoffs are computed in an externally given order of the players. The common feature of the methods is that if the allocation is in the core, it is an extreme point of the core. We...