Results 301 to 310 of about 2,542,243 (342)

A Stackelberg–Nash equilibrium with investment and reinsurance in mixed leadership game

Scandinavian Actuarial Journal
In this paper, we investigate the optimal reinsurance and investment problem from joint interests of the insurer and the reinsurer in the framework of the mixed leadership game, where both of them can invest their wealth in the financial market, and the ...
Qingqing Zhang, Zhibin Liang, Fudong Wang   +2 more
semanticscholar   +1 more source

Robust non-zero-sum investment and reinsurance game with default risk

Insurance, Mathematics & Economics, 2019
This paper investigates a non-zero-sum stochastic differential game between two competitive CARA insurers, who are concerned about the potential model ambiguity and aim to seek the robust optimal reinsurance and investment strategies.
Ning Wang, Nan Zhang, Zhuo Jin, Linyi Qian   +3 more
semanticscholar   +1 more source

Port Construction Investment with Game Theory

International Conference on Transportation Engineering 2007, 2007
This paper aims to find a way to form a port cluster with rational development. Based on demand-supply balance, Game Theory was used to analyze the mechanism of decision-making of port construction investment. Under the hypothesis of information symmetry, and a duopoly market, we established both a static game model and an extensive game model with ...
Yuan Zhao, Zan Yang
openaire   +1 more source

Innovation Investment in Two-Stage Games

2011
This chapter discusses the trade-off between commitment and flexibility in sequential investment settings. The focus is on two-stage competition models where real options analysis tools are combined with industry organization insights. The two-stage analysis provides guidance into how and when strategic investments enhance value creation are ...
Chevalier-Roignant, Benoit, Trigeorgis, Lenos, Chevalier-Roignant, Benoit, Trigeorgis, Lenos   +3 more
openaire   +3 more sources

Game theory technique in investment planning

Long Range Planning, 1974
Abstract A planner makes use of various techniques in the process of planning. One of the techniques, which could be used effectively by the firm in investment planning, is the Game Theory. The purpose of the paper is to explain this technique with illustrations.
openaire   +1 more source

Miscommunication in an investment game

2018
Abstract. To varying degrees, empirical evidence shows that non-binding messages (cheap talk) are effective in enhancing cooperative behaviors when simple games are augmented with a communication pre-stage. We focus on games where the interactions are more complex and test the effect of communication. Specifically, we consider an investment game, where
Di Bartolomeo G, Papa S
openaire   +2 more sources

Heterogeneous investment promotes cooperation in spatial public goods game on hypergraphs

Physica A: Statistical Mechanics and its Applications, 2022
Jiancheng Pan, Lanshu Zhang, Wenchen Han, Changwei Huang   +3 more
semanticscholar   +1 more source

A game theoretical approach to public investment versus private investment

2005
In this paper, private investment and public investment are modelled in a differential game framework. A feedback Nash equilibrium solution is obtained. The private saving rate and the government's income tax rate are derived as functions of time, private capital stock, and public capital stock.
openaire   +1 more source

Evolutionary game of environmental investment under national environmental regulation in China

Environmental science and pollution research international, 2021
Tao Sun, Qiang Feng
semanticscholar   +1 more source

Investment Games

Transactional Analysis Journal, 2003
openaire   +1 more source