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A reinsurance game between two insurance companies with nonlinear risk processes
Hui Meng, Shuanming Li
*
,
Zhuo Jin
*
Corresponding author for this work
Research output
:
Contribution to journal
›
Article
›
peer-review
43
Citations (Scopus)
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Mathematics
Reinsurance
100%
Nonlinear Process
90%
Risk Process
90%
Insurance
76%
Nash Equilibrium
58%
Game
57%
Parameter Sensitivity
52%
Control Parameter
39%
Strategy
37%
Exponential Utility
27%
Partition
26%
Hamilton-Jacobi-Bellman Equation
21%
Process Control
21%
Subset
19%
Value Function
17%
Maximise
16%
Numerical Analysis
16%
Interval
10%
Business & Economics
Risk Process
94%
Reinsurance
83%
Insurance Companies
66%
Nash Equilibrium
47%
Numerical Analysis
27%
Exponential Utility
23%
Hamilton-Jacobi-Bellman Equation
23%
Risk Control
20%
Value Function
18%
Surplus
15%
Competitors
13%