This paper investigates a hybrid stochastic differential reinsurance and investment game
between one reinsurer and two insurers, including a stochastic Stackelberg differential …

This paper studies an optimal investment and benefit adjustment problem for a target benefit
pension plan. The pension sponsor can adjust the benefit level to guarantee the stable …

This paper investigates a Stackelberg stochastic differential reinsurance–investment game
problem, in which the reinsurer is the leader and the insurer is the follower. The unequal …

The work studies a reinsurance and investment game between two insurance companies
which have different opinions about some extra information. We assume that the goal of …

Since the late 1990s, a performance fee arrangement has been approved as a managerial
incentive in direction contribution (DC) pension plan management to motivate managers …

In this paper, we study the optimal management of an aggregated pension fund of defined
benefit type by means of a differential game with two players, the firm and the participants …

This paper uses an actuarial model to evaluate the effect of poverty alleviation policy on the
sustainability of China's basic pension funding for urban and rural residents (BPFUUR) …

Two insurance companies I 1, I 2 with reserves R 1 (t), R 2 (t) compete for customers, such
that in a suitable stochastic differential game the smaller company I 2 with R 2 (0)< R 1 (0) …

The interest rate and the market price of risk may be stochastic in a real-world financial
market. In this paper, the interest rate is assumed to be driven by a stochastic affine interest …

This paper considers the non-zero-sum stochastic differential game problem between two
ambiguity-averse insurers (AAIs) with common shock. Each AAI's surplus process consists of …