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Economics letters
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International economic review
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Journal of public economic theory
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European journal of political economy
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International game theory review
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International journal of industrial organization
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ECONIS (ZBW)
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1
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
Saved in:
2
A non-zero-sum investment and
reinsurance
game between two mean-variance insurers with dynamic CVaR constraints
Peng, Xingchun
;
Wang, Yushuang
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014492018
Saved in:
3
Prevention efforts, insurance demand and price incentives under coherent risk measures
Bensalem, Sarah
;
Hernández Santibáñez, Nicolás
; …
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 369-386
Persistent link: https://www.econbiz.de/10012294143
Saved in:
4
Stackelberg
reinsurance
chain under model ambiguity
Cao, Jingyi
;
Li, Dongchen
;
Young, Virginia R.
;
Zou, Bin
- In:
Scandinavian actuarial journal
2024
(
2024
)
4
,
pp. 329-360
Persistent link: https://www.econbiz.de/10014520548
Saved in:
5
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:
6
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
Saved in:
7
Robust
reinsurance
contracts with uncertainty about jump risk
Hu, Duni
;
Chen, Shou
;
Wang, Hailong
- In:
European journal of operational research : EJOR
266
(
2018
)
3
,
pp. 1175-1188
Persistent link: https://www.econbiz.de/10011812250
Saved in:
8
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
Saved in:
9
Stochastic differential games between two insurers with generalized mean-variance premium principle
Chen, Shumin
;
Yang, Hailiang
;
Zeng, Yan
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 413-434
Persistent link: https://www.econbiz.de/10011875615
Saved in:
10
On a new paradigm of optimal
reinsurance
: a stochastic stackelberg differential game between an insurer and a reinsurer
Lv, Chen
;
Shen, Yang
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 905-960
Persistent link: https://www.econbiz.de/10011875926
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