A reinsurance game between two insurance companies with nonlinear risk processes

By Hui Meng, Shuanming Li, Zhuo Jin. 2015

53 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/7b91668944694604be82dfbb08747307fc9fecce

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Lv Chen
2. Yang Shen

In Economics and Econometrics

1. Lv Chen
2. Yang Shen

In Finance

1. Lv Chen
2. Yang Shen

Citations in the corpus

• ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER (2018, methodology): “In the finance and insurance literature, the BSDE approach is a useful technique to solve utility maximization problems with random parameters (see Hu et al. (2005), Shen and Wei (2016), and the references therein).”