2 papers
q-fin.RM2025
Subgame Perfect Nash Equilibria in Large Reinsurance Markets
Maria Andraos, Mario Ghossoub, Michael B. Zhu
We consider a model of a reinsurance market consisting of multiple insurers on the demand side and multiple reinsurers on the supply side, thereby providing a unifying framework an…
math.FA2023
A Nonlinear Sandwich Theorem
Mario Ghossoub, Giulio Principi, Lorenzo Stanca
We provide a Sandwich Theorem (König (1972)) for positively homogeneous functionals that satisfy additivity only on a restricted domain. Our relaxation of additivity is based on a…