Work

A Multi-Agent Incomplete Equilibrium Model and Its Applications to Reinsurance Pricing and Life-Cycle Investment

Year: 2022

Type: article

Source: Insurance Mathematics and Economics

DOI: 10.1016/j.insmatheco.2023.11.006

Authors: Keisuke Kizaki, Taiga Saito, Akihiko Takahashi

Institutions: Mizuho (Japan), The University of Tokyo, Senshu University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4389166459

FWCI: 0.666

Cites: 35

Cited by: 4

Related to: 10