This paper investigates a class of robust non-zero-sum reinsurance–investment stochastic
differential games between two competing insurers under the time-consistent mean …

In this study, we investigate the competition among insurers under the mean–variance
criterion. The optimization problems are formulated for finite and infinite insurers. The …

This paper studies a non-zero-sum stochastic differential game for multiple mean-variance
insurers. Insurers can purchase proportional reinsurance and invest in a risk-free asset, a …

This paper investigates a non-zero-sum stochastic differential game between two
competitive CARA insurers, where we adopt the different classes of premium principles …

We propose a unified competition and cooperation framework for n insurers and investigate
the resulting reinsurance game problem. Each insurer's surplus is assumed to be a diffusion …

This paper studies the time-consistent optimal investment and reinsurance problem for
mean-variance insurers when considering both stochastic interest rate and stochastic …

In this paper, we study an optimal consumption and asset allocation problem accounting for
the fact that individuals' utility differs across various health states. Our study is based on the …

This paper is devoted to the study of a non-zero-sum investment-reinsurance game between
two insurers with different opinions about some inside information. Each insurer is …

In this paper, we design a competition framework for two insurers with ambiguity aversion
under the utility framework and investigate the resulting stochastic reinsurance game …

This paper considers a non-zero-sum stochastic differential reinsurance and investment
game between two competitive insurers under the expected exponential utility. It is assumed …