Equilibrium reinsurance-investment strategies with partial information and common shock dependence

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Equilibrium reinsurance-investment strategies with partial information and common shock dependence

Cited by 14 publications

References 54 publications

Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle

Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle

A hybrid reinsurance-investment game with delay and asymmetric information

Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks

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