Continuity of care refers to the practice of capturing, sharing, and effectively using
knowledge about the diagnosis and prognosis of a patient over time. Prior studies have …

This paper studies a dynamic asset-liability management problem of a company with market
frictions. Specifically, the asset prices are modeled by a multivariate geometric Brownian …

We consider an insurance market consisting of multiple competitive insurers with a mean
field interaction via their terminal wealth under the exponential utility with relative …

This paper investigates the strategic interaction of information acquisition, information-based
dynamic trading, and noise trading patterns, as well as its significant implications on market …

This study examines the resilience of two salesforce compensations---the quantity-based (Q-
type) and percentage-based (P-type)---under market turbulence. These two compensations …

Motivated by rational expectations theory, this paper studies a class of stochastic linear-
quadratic dynamic optimisation problems involving a large number of weakly-coupled …

This paper develops an incomplete equilibrium model with multi-agents' different risk
attitudes and heterogeneous income/payout profiles. Particularly, we apply its concrete and …

This paper studies the impact of relative performance evaluation (RPE) on skilled‐unskilled
wage inequality. We find that in an economy with full employment, skilled‐unskilled wage …

This paper investigates the optimal reinsurance strategies for n insurers who compete with
each other within the non-zero-sum game framework, as well as the optimal reinsurance …

This article studies linear-quadratic Stackelberg games between two dominating players (or
equivalently, leaders) and a large group of followers, each of them interacting under a mean …