{"id":"https://openalex.org/W3208360086","doi":"https://doi.org/10.1007/s00186-021-00760-y","title":"A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market","display_name":"A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market","publication_year":2021,"publication_date":"2021-11-02","ids":{"openalex":"https://openalex.org/W3208360086","doi":"https://doi.org/10.1007/s00186-021-00760-y","mag":"3208360086"},"language":"en","primary_location":{"id":"doi:10.1007/s00186-021-00760-y","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00186-021-00760-y","pdf_url":null,"source":{"id":"https://openalex.org/S126160977","display_name":"Mathematical Methods of Operations Research","issn_l":"1432-2994","issn":["1432-2994","1432-5217"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematical Methods of Operations Research","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5001459054","display_name":"Yanfei Bai","orcid":"https://orcid.org/0000-0002-6073-6576"},"institutions":[{"id":"https://openalex.org/I59483232","display_name":"Shandong University of Finance and Economics","ror":"https://ror.org/02e2nnq08","country_code":"CN","type":"education","lineage":["https://openalex.org/I59483232"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Yanfei Bai","raw_affiliation_strings":["School of Insurance and Shandong Key Laboratory of Blockchain Finance, Shandong University of Finance and Economics, Jinan, 250014, China"],"affiliations":[{"raw_affiliation_string":"School of Insurance and Shandong Key Laboratory of Blockchain Finance, Shandong University of Finance and Economics, Jinan, 250014, China","institution_ids":["https://openalex.org/I59483232"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5041226312","display_name":"Zhongbao Zhou","orcid":"https://orcid.org/0000-0002-0029-5158"},"institutions":[{"id":"https://openalex.org/I16609230","display_name":"Hunan University","ror":"https://ror.org/05htk5m33","country_code":"CN","type":"education","lineage":["https://openalex.org/I16609230"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zhongbao Zhou","raw_affiliation_strings":["School of Business Administration, Hunan University, Changsha, 410082, China"],"affiliations":[{"raw_affiliation_string":"School of Business Administration, Hunan University, Changsha, 410082, China","institution_ids":["https://openalex.org/I16609230"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5040264117","display_name":"Helu Xiao","orcid":"https://orcid.org/0000-0002-6485-924X"},"institutions":[{"id":"https://openalex.org/I173759888","display_name":"Hunan Normal University","ror":"https://ror.org/053w1zy07","country_code":"CN","type":"education","lineage":["https://openalex.org/I173759888"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Helu Xiao","raw_affiliation_strings":["School of Business, Hunan Normal University, Changsha, 410081, China"],"affiliations":[{"raw_affiliation_string":"School of Business, Hunan Normal University, Changsha, 410081, China","institution_ids":["https://openalex.org/I173759888"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101710905","display_name":"Rui Gao","orcid":"https://orcid.org/0000-0001-9591-1082"},"institutions":[{"id":"https://openalex.org/I59483232","display_name":"Shandong University of Finance and Economics","ror":"https://ror.org/02e2nnq08","country_code":"CN","type":"education","lineage":["https://openalex.org/I59483232"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Rui Gao","raw_affiliation_strings":["School of Mathematics and Quantitative Economics, Shandong University of Finance and Economics, Jinan, 250014, China"],"affiliations":[{"raw_affiliation_string":"School of Mathematics and Quantitative Economics, Shandong University of Finance and Economics, Jinan, 250014, China","institution_ids":["https://openalex.org/I59483232"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5084710949","display_name":"Feimin Zhong","orcid":null},"institutions":[{"id":"https://openalex.org/I16609230","display_name":"Hunan University","ror":"https://ror.org/05htk5m33","country_code":"CN","type":"education","lineage":["https://openalex.org/I16609230"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Feimin Zhong","raw_affiliation_strings":["School of Business Administration, Hunan University, Changsha, 410082, China"],"affiliations":[{"raw_affiliation_string":"School of Business Administration, Hunan University, Changsha, 410082, China","institution_ids":["https://openalex.org/I16609230"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5001459054"],"corresponding_institution_ids":["https://openalex.org/I59483232"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":0.9064,"has_fulltext":false,"cited_by_count":6,"citation_normalized_percentile":{"value":0.78028953,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"94","issue":"3","first_page":"341","last_page":"381"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9988999962806702,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9988999962806702,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12394","display_name":"Insurance and Financial Risk Management","score":0.998199999332428,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9959999918937683,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/reinsurance","display_name":"Reinsurance","score":0.9698377847671509},{"id":"https://openalex.org/keywords/stackelberg-competition","display_name":"Stackelberg competition","score":0.8213831186294556},{"id":"https://openalex.org/keywords/exponential-utility","display_name":"Exponential utility","score":0.7594132423400879},{"id":"https://openalex.org/keywords/differential-game","display_name":"Differential game","score":0.6728624105453491},{"id":"https://openalex.org/keywords/investment-strategy","display_name":"Investment strategy","score":0.5107941627502441},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.47448328137397766},{"id":"https://openalex.org/keywords/asset","display_name":"Asset (computer security)","score":0.43430688977241516},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.42504486441612244},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.34685084223747253},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.29855868220329285},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.24040693044662476},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.23005816340446472},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.19828057289123535}],"concepts":[{"id":"https://openalex.org/C166970017","wikidata":"https://www.wikidata.org/wiki/Q476118","display_name":"Reinsurance","level":2,"score":0.9698377847671509},{"id":"https://openalex.org/C199510392","wikidata":"https://www.wikidata.org/wiki/Q1184602","display_name":"Stackelberg competition","level":2,"score":0.8213831186294556},{"id":"https://openalex.org/C2778475510","wikidata":"https://www.wikidata.org/wiki/Q5421533","display_name":"Exponential utility","level":2,"score":0.7594132423400879},{"id":"https://openalex.org/C2779006483","wikidata":"https://www.wikidata.org/wiki/Q1973196","display_name":"Differential game","level":2,"score":0.6728624105453491},{"id":"https://openalex.org/C103144560","wikidata":"https://www.wikidata.org/wiki/Q2670999","display_name":"Investment strategy","level":3,"score":0.5107941627502441},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.47448328137397766},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.43430688977241516},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.42504486441612244},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.34685084223747253},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.29855868220329285},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.24040693044662476},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.23005816340446472},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.19828057289123535},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C181622380","wikidata":"https://www.wikidata.org/wiki/Q26911","display_name":"Profit (economics)","level":2,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s00186-021-00760-y","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00186-021-00760-y","pdf_url":null,"source":{"id":"https://openalex.org/S126160977","display_name":"Mathematical Methods of Operations Research","issn_l":"1432-2994","issn":["1432-2994","1432-5217"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematical Methods of Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:mathme:v:94:y:2021:i:3:d:10.1007_s00186-021-00760-y","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s00186-021-00760-y","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.49000000953674316,"id":"https://metadata.un.org/sdg/8","display_name":"Decent work and economic growth"}],"awards":[{"id":"https://openalex.org/G4969948904","display_name":null,"funder_award_id":"2017JJ1012","funder_id":"https://openalex.org/F4320322843","funder_display_name":"Natural Science Foundation of\u00a0Hunan Province"},{"id":"https://openalex.org/G536682498","display_name":null,"funder_award_id":"71771082","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G6821233722","display_name":null,"funder_award_id":"71801091","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320322843","display_name":"Natural Science Foundation of\u00a0Hunan Province","ror":null}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":40,"referenced_works":["https://openalex.org/W1511170401","https://openalex.org/W1517150687","https://openalex.org/W1963798578","https://openalex.org/W1966119267","https://openalex.org/W1967453651","https://openalex.org/W1969833436","https://openalex.org/W1978721202","https://openalex.org/W1987404879","https://openalex.org/W1992058911","https://openalex.org/W1993643789","https://openalex.org/W2001474709","https://openalex.org/W2011136920","https://openalex.org/W2015541347","https://openalex.org/W2029794338","https://openalex.org/W2030741073","https://openalex.org/W2056534185","https://openalex.org/W2060173475","https://openalex.org/W2065290976","https://openalex.org/W2080617562","https://openalex.org/W2080914628","https://openalex.org/W2113118602","https://openalex.org/W2129022300","https://openalex.org/W2171169470","https://openalex.org/W2279144994","https://openalex.org/W2334886797","https://openalex.org/W2465534706","https://openalex.org/W2538871299","https://openalex.org/W2770616686","https://openalex.org/W2791073367","https://openalex.org/W2800437156","https://openalex.org/W2895849279","https://openalex.org/W2914613209","https://openalex.org/W2946801684","https://openalex.org/W2954858821","https://openalex.org/W3000558581","https://openalex.org/W3034835897","https://openalex.org/W3122956191","https://openalex.org/W3125224616","https://openalex.org/W3163927957","https://openalex.org/W4312286431"],"related_works":["https://openalex.org/W1988922213","https://openalex.org/W3003714559","https://openalex.org/W3090625796","https://openalex.org/W2964383734","https://openalex.org/W2162654080","https://openalex.org/W2364446825","https://openalex.org/W2080617562","https://openalex.org/W3124241899","https://openalex.org/W2297600365","https://openalex.org/W3122956191"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
