Yang, Peng; Chen, Zhiping; Cui, Xiangyu Equilibrium reinsurance strategies for \(n\) insurers under a unified competition and cooperation framework. (English) Zbl 1491.91112 Scand. Actuar. J. 2021, No. 10, 969-997 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 93E20 PDFBibTeX XMLCite \textit{P. Yang} et al., Scand. Actuar. J. 2021, No. 10, 969--997 (2021; Zbl 1491.91112) Full Text: DOI
Yang, Peng Optimal reinsurance-investment problem under mean-variance criterion with \(n\) risky assets. (English) Zbl 1459.91165 Discrete Dyn. Nat. Soc. 2020, Article ID 6489532, 16 p. (2020). MSC: 91G05 PDFBibTeX XMLCite \textit{P. Yang}, Discrete Dyn. Nat. Soc. 2020, Article ID 6489532, 16 p. (2020; Zbl 1459.91165) Full Text: DOI
Yang, Peng; Chen, Zhiping; Xu, Ying Time-consistent equilibrium reinsurance-investment strategy for \(n\) competitive insurers under a new interaction mechanism and a general investment framework. (English) Zbl 1435.62375 J. Comput. Appl. Math. 374, Article ID 112769, 27 p. (2020). MSC: 62P05 62M10 91G05 93E20 PDFBibTeX XMLCite \textit{P. Yang} et al., J. Comput. Appl. Math. 374, Article ID 112769, 27 p. (2020; Zbl 1435.62375) Full Text: DOI