We study a multi-player stochastic differential game, where agents interact through their joint price impact on an asset that they trade to exploit a common trading signal. In this context, we prove that a closed-loop Nash equilibrium exists if the price impact parameter is small enough....

This paper studies the optimal risk-sharing between an insurer and a reinsurer. The insurer purchases reinsurance for risk-control and decides her retention level with an objective to minimize her ruin probability. The reinsurer has control over the reinsurance price and aims to maximize her...