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Search: subject:"stochastic differential game"
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Spieltheorie
34
Game theory
33
Stochastic game
33
Stochastisches Spiel
33
Stochastic differential game
28
Stochastic process
22
Stochastischer Prozess
22
Nash equilibrium
19
Nash-Gleichgewicht
18
Reinsurance
12
Rückversicherung
12
stochastic differential game
11
Non-zero-sum stochastic differential game
7
Portfolio selection
7
Portfolio-Management
7
Stochastic Differential Game
7
Theorie
7
Theory
7
Risiko
6
Risk
6
Relative performance
5
Analysis
4
Bayesian Learning
4
Correlated Equilibrium
4
Duopol
4
Duopoly
4
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4
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4
Markov Perfect Equilibrium
4
Markov chain
4
Markov-Kette
4
Mathematical analysis
4
Mixed Strategies
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4
Capital income tax
3
Cooperative game
3
Cooperative stochastic differential game
3
Diffusion approximation
3
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16
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50
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39
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4
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3
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2
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English
48
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15
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1
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Jin, Zhuo
7
Rady, Sven
7
Keller, Godfrey
6
Dai, Darong
5
Asmussen, Søren
3
Christensen, Bent Jesper
3
Josa-Fombellida, Ricardo
3
Perera, Ryle S.
3
Qian, Linyi
3
Thøgersen, Julie
3
Zhang, Nan
3
Breton, Michèle
2
Ezimadu, Peter E.
2
Hugonnier, Julien
2
Jiang, Han
2
Li, Shuanming
2
Lin, Xiang
2
Masmoudi, Tarek
2
Nwozo, Chukwuma R.
2
Pun, Chi Seng
2
Rincón-Zapatero, Juan Pablo
2
Shen, Yang
2
Simons, Aggey
2
Siu, Chi Chung
2
Siu, Tak
2
Siu, Tak Kuen
2
Tian, Guoqiang
2
Wang, Ning
2
Wong, Hoi Ying
2
Wu, Fuke
2
Zhang, Chunhong
2
Zhang, Shuhua
2
Aïd, René
1
Basak, Gopal
1
Basei, Matteo
1
Bouchard, Bruno
1
Callegaro, Giorgia
1
Campi, Luciano
1
Cardaliaguet, Pierre
1
DAI, Darong
1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
C.E.P.R. Discussion Papers
1
EconWPA
1
Finrisk
1
London School of Economics (LSE)
1
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
1
Université Paris-Dauphine (Paris IX)
1
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Insurance / Mathematics & economics
10
European journal of operational research : EJOR
4
Dynamic games and applications : DGA
3
Cahiers de recherche / Département de science Economique, Faculté des Sciences Sociales, Université d'Ottawa
2
Economic modelling
2
Insurance: Mathematics and Economics
2
International game theory review
2
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2
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2
CEPR Discussion Papers
1
Computational Statistics
1
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1
Discussion Papers in Economics
1
Dynamic Games and Applications
1
Economic Modelling
1
Economics Papers from University Paris Dauphine
1
FINRISK Working Paper Series
1
Finance and Stochastics
1
Finance and stochastics
1
Finance research letters
1
Game Theory and Information
1
International Game Theory Review (IGTR)
1
Journal of Industrial Engineering International
1
Journal of economic dynamics & control
1
Journal of industrial engineering international
1
LSE Research Online Documents on Economics
1
MPRA Paper
1
Mathematical Methods of Operations Research
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Munich Discussion Paper
1
Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers
1
Operations research letters
1
Quantitative finance
1
Risk and decision analysis
1
Risks
1
Risks : open access journal
1
STICERD - Theoretical Economics Paper Series
1
Scandinavian actuarial journal
1
Swiss Finance Institute Research Paper Series
1
The international journal of business and finance research : IJBFR
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ECONIS (ZBW)
42
RePEc
17
EconStor
3
USB Cologne (business full texts)
1
BASE
1
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41
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64
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41
On singular control games : with applications to capital accumulation
Steg, Jan-Henrik
-
2010
The aim of this work is to establish a mathematically precise framework for studying games of capital accumulation under uncertainty. Such games arise as a natural extension from different perspectives that all lead to singular control exercised by the agents, which induces some essential...
Persistent link: https://www.econbiz.de/10009452649
Saved in:
42
A reinsurance game between two insurance companies with nonlinear risk processes
Meng, Hui
;
Li, Shuanming
;
Jin, Zhuo
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 91-97
Persistent link: https://www.econbiz.de/10011312085
Saved in:
43
Mutual Fund Competition in the Presence of Dynamic Flows
Breton, Michèle
;
Hugonnier, Julien
;
Masmoudi, Tarek
-
2008
This paper analyzes competition between mutual funds in a multiple funds version of the model of Hugonnier and Kaniel [18]. We characterize the set of equilibria for this delegated portfolio management game and show that there exists a unique Pareto optimal equilibrium. The main result of this...
Persistent link: https://www.econbiz.de/10005534180
Saved in:
44
Game-theoretic approach to risk-sensitive benchmarked asset management
Deshpande, Amogh
;
Jacka, Saul D.
- In:
Risk and decision analysis
5
(
2014
)
4
,
pp. 163-176
Persistent link: https://www.econbiz.de/10011286253
Saved in:
45
Cooperative economic growth
Dai, Darong
- In:
Economic Modelling
33
(
2013
)
C
,
pp. 407-415
.e., dynamic sequential game and cooperative
stochastic
differential
game
, between a representative household and a typical self …
Persistent link: https://www.econbiz.de/10010738012
Saved in:
46
Optimal reinsurance strategies in regime-switching jump diffusion models:
Stochastic
differential
game
formulation and numerical methods
Jin, Zhuo
;
Yin, G.
;
Wu, Fuke
- In:
Insurance: Mathematics and Economics
53
(
2013
)
3
,
pp. 733-746
This work develops a
stochastic
differential
game
model between two insurance companies who adopt the optimal …
Persistent link: https://www.econbiz.de/10010719105
Saved in:
47
Stochastic
differential
game
, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model
Shen, Yang
;
Siu, Tak Kuen
- In:
Insurance: Mathematics and Economics
53
(
2013
)
3
,
pp. 757-768
strategies and the value functions in the
stochastic
differential
game
and the general equilibrium approaches, each of which lead … certain conditions, the equivalent martingale measures chosen by the
stochastic
differential
game
and the Esscher …
Persistent link: https://www.econbiz.de/10010719112
Saved in:
48
Stochastic
differential
game
, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model
Shen, Yang
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 757-768
Persistent link: https://www.econbiz.de/10010227881
Saved in:
49
Optimal reinsurance strategies in regime-switching jump diffusion models :
stochastic
differential
game
formulation and numerical methods
Jin, Zhuo
;
Yin, George
;
Wu, Fuke
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 733-746
Persistent link: https://www.econbiz.de/10010227891
Saved in:
50
Cooperative economic growth
Dai, Darong
- In:
Economic modelling
33
(
2013
),
pp. 407-415
Persistent link: https://www.econbiz.de/10010192905
Saved in:
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