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Stochastic game
9
Stochastisches Spiel
9
Game theory
7
Spieltheorie
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6
Rückversicherung
6
Nash equilibrium
5
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1
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Insurance / Mathematics & economics
Games and economic behavior
65
Dynamic games and applications : DGA
49
Journal of economic theory
37
International journal of game theory : official journal of the Game Theory Society
34
Mathematics of operations research
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International game theory review
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Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
15
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Discussion paper / The Hebrew University of Jerusalem, Center for the Study of Rationality
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1
Robust equilibrium strategies in a defined benefit pension plan game
Guan, Guohui
;
Hu, Jiaqi
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 193-217
Persistent link: https://www.econbiz.de/10013380514
Saved in:
2
Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints
Wang, Ning
;
Zhang, Nan
;
Zhuo, Jin
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 168-184
Persistent link: https://www.econbiz.de/10012482845
Saved in:
3
Robust non-zero-sum investment and reinsurance game with default risk
Wang, Ning
;
Zhang, Nan
;
Zhuo, Jin
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 115-132
Persistent link: https://www.econbiz.de/10011990456
Saved in:
4
Stochastic differential reinsurance games with capital injections
Zhang, Nan
;
Zhuo, Jin
;
Qian, Linyi
;
Fan, Kun
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 7-18
Persistent link: https://www.econbiz.de/10012105353
Saved in:
5
Robust non-zero-sum stochastic differential reinsurance game
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 169-177
Persistent link: https://www.econbiz.de/10011492656
Saved in:
6
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:
7
Optimal reinsurance strategies in regime-switching jump diffusion models : stochastic differential game formulation and numerical methods
Zhuo, Jin
;
Yin, George
;
Wu, Fuke
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 733-746
Persistent link: https://www.econbiz.de/10010227891
Saved in:
8
Optimal non-proportional reinsurance control and stochastic differential games
Taksar, Michael I.
;
Zeng, Xudong
- In:
Insurance / Mathematics & economics
48
(
2011
)
1
,
pp. 64-71
Persistent link: https://www.econbiz.de/10008839763
Saved in:
9
Lookback options and dynamic fund protection under multiscale stochastic volatility
Wong, Hoi Ying
;
Chan, Chun Man
- In:
Insurance / Mathematics & economics
40
(
2007
)
3
,
pp. 357-385
Persistent link: https://www.econbiz.de/10003755752
Saved in:
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