研究论文
Many-insurer robust games of reinsurance and investment under model uncertainty in incomplete markets
Guohui Guan, Zongxia Liang, Xia Yi
Renmin University of China Tsinghua University
来源Mathematics and Financial Economics
年份2025
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学术脉络
学科主题
经济 / 管理Insurance and Financial Risk Management
Stochastic processes and financial applications · Insurance, Mortality, Demography, Risk Management
参考文献 76
Stochastic Games for N Players
被引 83Alain Bensoussan, Jens Frehse · Journal of Optimization Theory and Applications · 2000
Competition and Related Regulation Issues in the Insurance Industry
被引 13Darryl R. Biggar · SSRN Electronic Journal · 1999
Linear-Quadratic Mean Field Games
被引 247Alain Bensoussan, K. C. J. Sung, Sheung Chi Phillip Yam · Journal of Optimization Theory and Applications · 2015
此处列出前 3 条
引用本文 3
Stochastic Stackelberg differential investment and reinsurance game with ambiguous correlation
被引 0Kaixin Kang, Xingchun Peng, Wei Liu · Mathematics and Financial Economics · 2026
Robust Nash equilibrium for Asset-Liability Management Games Under Money Illusion and Mean-Reverting Return
被引 0Yumo Zhang, Peter Pommergård Lind, Hanqing Xiang · Methodology And Computing In Applied Probability · 2026
Nash equilibrium in insurance pricing and investment under common shocks
被引 0Jinjin Zhang, Caibin Zhang · Finance research letters · 2025
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