3 citations · 3 across the 4 of their papers we have counts for
4 papers
Optimal Underreporting and Competitive Equilibrium
Zongxia Liang, Jiayu Zhang, Zhou Zhou +1
This paper develops a dynamic insurance market model comprising two competing insurance companies and a continuum of insureds, and examines the interaction between strategic underr…
Mean-Field Games Under Model Uncertainty
Zongxia Liang, Zhou Zhou, Yaqi Zhuang +1
We study discrete-time, finite-state mean-field games (MFGs) under model uncertainty, where agents face ambiguity about the state transition probabilities. Each agent maximizes its…
Optimal Reinsurance under Endogenous Default and Background Risk
Zongxia Liang, Zhaojie Ren, Bin Zou
This paper studies an optimal reinsurance problem for a utility-maximizing insurer, subject to the reinsurer's endogenous default and background risk. An endogenous default occurs…
A Two-layer Stochastic Game Approach to Reinsurance Contracting and Competition
Zongxia Liang, Yi Xia, Bin Zou
We propose a two-layer stochastic game model to study reinsurance contracting and competition in a market with one insurer and two competing reinsurers. The insurer negotiates with…