We study optimal reinsurance in the framework of stochastic Stackelberg differential game,
in which an insurer and a reinsurer are the two players, and more specifically are …

This paper proposes a new continuous-time framework to analyze optimal reinsurance, in
which an insurer and a reinsurer are two players of a stochastic Stackelberg differential …

This paper investigates a hybrid stochastic differential reinsurance and investment game
between one reinsurer and two insurers, including a stochastic Stackelberg differential …

In this paper, we consider an optimal reinsurance contract under a mean-variance criterion
in a Stackelberg game theoretical framework. The reinsurer is the leader of the game and …

This paper investigates a Stackelberg stochastic differential reinsurance–investment game
problem, in which the reinsurer is the leader and the insurer is the follower. The unequal …

This paper considers the optimal time-consistent investment and reinsurance strategies for
two mean-variance insurers subject to the relative performance concerns. Each insurer can …

We study a stochastic differential game problem between two insurers, who invest in a
financial market and adopt reinsurance to manage their claim risks. Supposing that their …

This paper considers a non-zero-sum stochastic differential game between two competitive
mean-variance insurers, who aim to seek the time-consistent reinsurance and investment …

This paper aims to investigate optimal reinsurance contracts in a continuous-time modelling
framework from the perspective of a principal-agent problem. The reinsurer plays the role of …

In this paper, we study the stochastic Nash equilibrium portfolio game between two pension
funds under inflation risks. The financial market consists of cash, bond and two stocks. It is …