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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
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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
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Robust non-zero-sum investment and reinsurance game with default risk
Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi - In: Insurance / Mathematics & economics 84 (2019), pp. 115-132
Persistent link: https://www.econbiz.de/10011990456
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Stochastic differential reinsurance games with capital injections
Zhang, Nan; Jin, Zhuo; Qian, Linyi; Fan, Kun - In: Insurance / Mathematics & economics 88 (2019), pp. 7-18
Persistent link: https://www.econbiz.de/10012105353
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Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints
Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi - In: Insurance / Mathematics & economics 96 (2021), pp. 168-184
Persistent link: https://www.econbiz.de/10012482845
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Stochastic asset allocation and reinsurance game under contagious claims
Liu, Guo; Jin, Zhuo; Li, Shuanming; Zhang, Jiannan - In: Finance research letters 49 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013479221
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Real options with competition and regime switching
Bensoussan, Alain; Hoe, SingRu; Yan, Zhongfeng; Yin, George - In: Mathematical finance : an international journal of … 27 (2017) 1, pp. 224-250
Persistent link: https://www.econbiz.de/10011739453