3 citations · 3 across the 4 of their papers we have counts for
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q-fin.MF2026
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…
q-fin.MF2024
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…