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A Stackelberg reinsurance-investment game underα-maxminmean-variance criterion and stochastic volatility

Guana, Guohui; Liang, Zongxia; Song, Yilun - In: Scandinavian actuarial journal 2024 (2024) 1, pp. 28-63

Persistent link: https://www.econbiz.de/10014519918

Bayesian estimation of discrete games of complete information

Narayanan, Sridhar - 2011

Persistent link: https://www.econbiz.de/10009269431

Bayesian estimation of discrete games of complete information

Narayanan, Sridhar - In: Quantitative marketing and economics : QME 11 (2013) 1, pp. 39-81

Persistent link: https://www.econbiz.de/10009744666

Bayesian analysis of entry games : a simulated likelihood approach without simulation errors

Jo, Jinhee; Seo, Kyoungwon - In: Global economic review 45 (2016) 3, pp. 294-309

Persistent link: https://www.econbiz.de/10011566033

A Bayesian Monte Carlo method for computing the Shapley value : application to weighted voting and bin packing games

Touati, Sofiane; Radjef, Mohammed Said; Sais, Lekhdar - In: Computers & operations research : and their … 125 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012390340

Uncertainty Quantification with R : Bayesian Methods

Cursi, Eduardo Souza de - 2024

This book is a rigorous but practical presentation of the Bayesian techniques of uncertainty quantification, with applications in R. This volume includes mathematical arguments at the level necessary to make the presentation rigorous and the assumptions clearly established, while maintaining a...

Persistent link: https://www.econbiz.de/10014529692

Bayesian Decision Theory and Stochastic Independence

Mongin, Philippe - 2019

Stochastic independence (SI) has a complex status in probability theory. It is not part of the definition of a … probability measure, but it is nonetheless an essential property for the mathematical development of this theory, hence a property … that any theory on the foundations of probability should be able to account for. Bayesian decision theory, which is one …

Persistent link: https://www.econbiz.de/10012872039

Stochastic Differential Game in High Frequency Market

Saito, Taiga - 2018

This paper presents an application of a linear quadratic stochastic differential game to a financial model that describes trading behaviors of different types of players in a high frequency stock market. Stability of the stock market in a high frequency environment is a central issue in...

Persistent link: https://www.econbiz.de/10012921752

A class of nonzero-sum investment and reinsurance games subject to systematic risks

Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang; … - In: Scandinavian actuarial journal (2017) 8, pp. 670-707

Persistent link: https://www.econbiz.de/10011848596

Non-zero-sum stochastic differential reinsurance and investment games with default risk

Deng, Chao; Zeng, Xudong; Zhu, Huiming - In: European journal of operational research : EJOR 264 (2018) 3, pp. 1144-1158

Persistent link: https://www.econbiz.de/10011802353