2 papers
q-fin.RM2026
Robust Investment-Driven Insurance Pricing and Liquidity Management
Bingzheng Chen, Jan Dhaene, Chun Liu +1
This paper develops a dynamic equilibrium model of the insurance market that jointly characterizes insurers' underwriting, investment, recapitalization, and dividend policies under…
econ.TH2025
Dynamic Investment-Driven Insurance Pricing and Optimal Regulation
Bingzheng Chen, Zongxia Liang, Shunzhi Pang
This paper analyzes the equilibrium of insurance market in a dynamic setting, focusing on the interaction between insurers' underwriting and investment strategies. Three possible e…