2 papers
q-fin.MF2026
Equilibrium analysis in a multi-agent reinsurance chain
Kaizheng Wang, Wei Liu, Zhuo Jin +2
This paper investigates a multi-layer reinsurance chain within a stochastic differential game framework involving m competing insurers and n reinsurers. Specifically, Stackelberg d…
cs.LG2026
Entropy Regularized Reinforcement Learning for Zero-Sum Stochastic Differential Games in a Regime-Switching Jump-Diffusion Process
Congde Hu, Zhuo Jin, Danping Li +1
To address parameter misspecification and sudden structural environmental changes in conventional stochastic differential game (SDG) frameworks, this paper introduces a distributio…