A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market

Author(s):  
Yanfei Bai ◽  
Zhongbao Zhou ◽  
Helu Xiao ◽  
Rui Gao ◽  
Feimin Zhong
Keyword(s):  
2002 ◽  
Author(s):  
William Morrison ◽  
E. Elisabet (Lisa) Rutstrrm
Keyword(s):  

2006 ◽  
Vol 371 (2) ◽  
pp. 610-626 ◽  
Author(s):  
Roberto da Silva ◽  
Ana L.C. Bazzan ◽  
Alexandre T. Baraviera ◽  
Sílvio R. Dahmen

2020 ◽  
Vol 12 (4) ◽  
pp. 93-111
Author(s):  
Анна Тур ◽  
Anna Tur ◽  
Леон Аганесович Петросян ◽  
Leon Petrosyan

The paper describes a class of differential games on networks. The construction of cooperative optimality principles using a special type of characteristic function that takes into account the network structure of the game is investigated. The core, the Shapley value and the tau-value are used as cooperative optimality principles. The results are demonstrated on a model of a differential research investment game, where the Shapley value and the tau-value are explicitly constructed.


2013 ◽  
Vol 13 (1) ◽  
pp. 249-270 ◽  
Author(s):  
Tamas Kovacs ◽  
Marc Willinger

AbstractWe provide new evidence about a positive correlation between the own amount sent and the own amount returned in the investment game. Our analysis relies on the experimental data collected under the strategy method. While the percentage returned is independent of the amount received for most of our subjects, it is strongly correlated to their amount sent as a trustor. Our analysis is based on a two-way classification of subjects: according to their trusting type and according to their reciprocal type. We show the existence of a strong positive relation between trusting types and reciprocal types within subjects.


2020 ◽  
Vol 57 (2) ◽  
pp. 102064 ◽  
Author(s):  
Swapnil Dhamal ◽  
Walid Ben-Ameur ◽  
Tijani Chahed ◽  
Eitan Altman

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