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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
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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
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Psychological Nash equilibria under ambiguity
De Marco, Giuseppe; Romaniello, Maria; Roviello, Alba - 2021
Persistent link: https://www.econbiz.de/10012803230
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Nash equilibria in optimal reinsurance bargaining
Anthropelos, Michail; Boonen, Tim J. - In: Insurance / Mathematics & economics 93 (2020), pp. 196-205
Persistent link: https://www.econbiz.de/10012294124
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Dynamic risk-sharing game and reinsurance contract design
Chen, Shumin; Liu, Yanchu; Weng, Chengguo - In: Insurance / Mathematics & economics 86 (2019), pp. 216-231
Persistent link: https://www.econbiz.de/10012058864
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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
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The rise and fall of the Great Fish Pact under endogenous risk of stock collapse
Walker, Adam N.; Weikard, Hans-Peter; Richter, Andries - 2015
Risk of stock collapse is a genuine motivation for cooperative fisheries management. We analyse the effect of an endogenously determined risk of stock collapse on the incentives to cooperate in a Great Fish War model. We establish that equilibrium harvest strategies are non-linear in stock and...
Persistent link: https://www.econbiz.de/10011287058
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Redistribution of longevity risk : the effect of heterogeneous mortality beliefs
Boonen, Tim J.; De Waegenaere, Anja; Norde, Henk - In: Insurance / Mathematics & economics 72 (2017), pp. 175-188
Persistent link: https://www.econbiz.de/10011694430
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A reinsurance game between two insurance companies with nonlinear risk processes
Meng, Hui; Li, Shuanming; Zhuo, Jin - In: Insurance / Mathematics & economics 62 (2015), pp. 91-97
Persistent link: https://www.econbiz.de/10011312085
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Strategic risk taking when there is a public good to be provided privately
Robledo, Julio R. - In: Journal of public economics 71 (1999) 3, pp. 403-414
Persistent link: https://www.econbiz.de/10001352920