This work investigates the equilibrium investment and reinsurance strategies for a general
insurance company under smooth ambiguity. The general insurance company holds shares …

In this paper, a class of reinsurance contracting problems is examined under a continuous-
time principal–agent framework with mean-variance criteria, where a reinsurer and an …

This paper considers an optimal reinsurance and investment strategies for an insurer under
mean–variance criterion within a game theoretic framework. Specially, it is assumed that the …

This paper investigates time-consistent reinsurance (excess-of-loss, proportional) and
investment strategies for an ambiguity averse insurer (abbr. AAI). The AAI is ambiguous …

This paper studies an optimal investment and reinsurance problem under the smooth
ambiguity model proposed by Klibanoff et al.(2005). We assume the mean-variance criterion …

This paper studies the optimal consumption, investment, health insurance and life insurance
strategy for a wage earner with smooth ambiguity, habit formation and biometric risks. The …

This paper incorporates the ambiguities of the risky asset and the exogenous shock to
explore how the two ambiguities influence the hedge funds model. We find the ambiguity of …

This paper investigates the robust non-zero-sum games in an aggregated overfunded
defined benefit pension plan. The sponsoring firm is concerned with the investment …

In our study, we investigate reinsurance issues and optimal investment related to derivatives
trading for a mean-variance insurer, employing game theory. Our primary objective is to …

This study considers an optimal investment and reinsurance problem involving a defaultable
security for an insurer in an ambiguous environment. In other words, the insurer is …