Equilibrium reinsurance strategies for n insurers under a unified competition and cooperation framework-Reference-Cited by-同舟云学术

Equilibrium reinsurance strategies for n insurers under a unified competition and cooperation framework

Published:2021-06-05 Issue:10 Volume:2021 Page:969-997
ISSN:0346-1238
Container-title:Scandinavian Actuarial Journal
language:en
Short-container-title:Scandinavian Actuarial Journal

Author:

Yang Peng¹²³,Chen Zhiping¹²,Cui Xiangyu⁴

Affiliation:

1. School of Mathematics and Statistics, Xi'an Jiaotong University, Xi'an, People's Republic of China

2. Center for Optimization Technique and Quantitative Finance, Xi'an International Academy for Mathematics and Mathematical Technology, Xi'an, People's Republic of China

3. School of Science, Xijing University, Xi'an, People's Republic of China

4. School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai, People's Republic of China

Funder

National Natural Science Foundation of China

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03461238.2021.1918577

Reference41 articles.

1. Allocation of solvency cost in group annuities: Actuarial principles and cooperative game theory

2. A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization

3. Insurance with multiple insurers: A game-theoretic approach

4. Traditional versus non-traditional reinsurance in a dynamic setting

5. A class of non-zero-sum stochastic differential investment and reinsurance games

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