2 papers
q-fin.MF2026
Equilibrium analysis in a multi-agent reinsurance chain
Kaizheng Wang, Wei Liu, Zhuo Jin +1
This paper investigates a multi-layer reinsurance chain within a stochastic differential game framework involving m competing insurers and n reinsurers. Specifically, Stackelberg d…
stat.AP2024
Optimal investment, consumption and life insurance decisions for households with consumption habits under the health shock risk
Zhen Zhao, Wei Liu, Xiaoyi Tang
This paper investigates the optimal investment, consumption, and life insurance strategies for households under the impact of health shock risk. Considering the uncertainty of the…