A stochastic differential reinsurance game

Article Properties
Abstract
Cite
Zeng, Xudong. “A Stochastic Differential Reinsurance Game”. Journal of Applied Probability, vol. 47, no. 2, 2010, pp. 335-49, https://doi.org/10.1239/jap/1276784895.
Zeng, X. (2010). A stochastic differential reinsurance game. Journal of Applied Probability, 47(2), 335-349. https://doi.org/10.1239/jap/1276784895
Zeng, Xudong. “A Stochastic Differential Reinsurance Game”. Journal of Applied Probability 47, no. 2 (2010): 335-49. https://doi.org/10.1239/jap/1276784895.
Zeng X. A stochastic differential reinsurance game. Journal of Applied Probability. 2010;47(2):335-49.
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Science
Mathematics
Science
Mathematics
Probabilities
Mathematical statistics
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Optimal risk and dividend distribution control models for an insurance company Mathematical Methods of Operations Research
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  • Technology: Engineering (General). Civil engineering (General)
 126 2000
10.1016/S0167-6687(97)00038-3
Citations
Title Journal Journal Categories Citations Publication Date
Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction Mathematics and Financial Economics
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  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Science: Mathematics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2024
A hybrid reinsurance-investment game with delay and asymmetric information Journal of Computational and Applied Mathematics
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
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Reinsurance, investment and the rationality with a diffusion model approximating a jump model Communications in Statistics - Theory and Methods
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 2024
The Optimal Deductible and Coverage in Insurance Contracts and Equilibrium Risk Sharing Policies Acta Mathematica Scientia
  • Science: Mathematics
 2023
Stochastic Differential Games on Optimal Investment and Reinsurance Strategy with Delay Under the CEV Model Methodology and Computing in Applied Probability
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 1 2023
Citations Analysis
Category Category Repetition
Science: Mathematics36
Science: Mathematics: Probabilities. Mathematical statistics23
Social Sciences: Economic theory. Demography: Economics as a science17
Social Sciences: Commerce: Business17
Social Sciences: Statistics15
Technology: Engineering (General). Civil engineering (General)10
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods10
Technology: Manufactures: Production management. Operations management7
Technology: Mechanical engineering and machinery5
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics4
Social Sciences: Sociology (General)4
Social Sciences: Finance3
Technology: Electrical engineering. Electronics. Nuclear engineering: Electric apparatus and materials. Electric circuits. Electric networks2
Technology: Technology (General): Industrial engineering. Management engineering1
Social Sciences: Finance: Insurance1
Science: Mathematics: Analysis1
The category Science: Mathematics 36 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Stochastic differential portfolio games for an insurer in a jump-diffusion risk process and was published in 2011. The most recent citation comes from a 2024 study titled Reinsurance, investment and the rationality with a diffusion model approximating a jump model. This article reached its peak citation in 2019, with 9 citations. It has been cited in 27 different journals, 11% of which are open access. Among related journals, the Insurance: Mathematics and Economics cited this research the most, with 9 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year