{"id":"https://openalex.org/W3206010544","doi":"https://doi.org/10.1007/s10479-021-04317-4","title":"Equilibrium reinsurance-investment strategies with partial information and common shock dependence","display_name":"Equilibrium reinsurance-investment strategies with partial information and common shock dependence","publication_year":2021,"publication_date":"2021-10-18","ids":{"openalex":"https://openalex.org/W3206010544","doi":"https://doi.org/10.1007/s10479-021-04317-4","mag":"3206010544"},"language":"en","primary_location":{"id":"doi:10.1007/s10479-021-04317-4","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-021-04317-4","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"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":"Annals 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/A5079994436","display_name":"Junna Bi","orcid":"https://orcid.org/0000-0002-3282-0957"},"institutions":[{"id":"https://openalex.org/I66867065","display_name":"East China Normal University","ror":"https://ror.org/02n96ep67","country_code":"CN","type":"education","lineage":["https://openalex.org/I66867065"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Junna Bi","raw_affiliation_strings":["School of Statistics, KLATASDS-MOE, East China Normal University, Shanghai, 200241, People\u2019s Republic of China","School of Statistics, KLATASDS-MOE, East China Normal University, Shanghai, 200241, People's Republic of China"],"affiliations":[{"raw_affiliation_string":"School of Statistics, KLATASDS-MOE, East China Normal University, Shanghai, 200241, People\u2019s Republic of China","institution_ids":["https://openalex.org/I66867065"]},{"raw_affiliation_string":"School of Statistics, KLATASDS-MOE, East China Normal University, Shanghai, 200241, People's Republic of China","institution_ids":["https://openalex.org/I66867065"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5047248078","display_name":"Jun Cai","orcid":"https://orcid.org/0000-0002-9254-0404"},"institutions":[{"id":"https://openalex.org/I151746483","display_name":"University of Waterloo","ror":"https://ror.org/01aff2v68","country_code":"CA","type":"education","lineage":["https://openalex.org/I151746483"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"Jun Cai","raw_affiliation_strings":["Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, N2L 3G1, Canada"],"affiliations":[{"raw_affiliation_string":"Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, N2L 3G1, Canada","institution_ids":["https://openalex.org/I151746483"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5102707661","display_name":"Yan Zeng","orcid":null},"institutions":[{"id":"https://openalex.org/I157773358","display_name":"Sun Yat-sen University","ror":"https://ror.org/0064kty71","country_code":"CN","type":"education","lineage":["https://openalex.org/I157773358"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Yan Zeng","raw_affiliation_strings":["Lingnan (University) College, Sun Yat-sen University, Guangzhou, 510275, People\u2019s Republic of China","Lingnan (University) College, Sun Yat-sen University, Guangzhou, 510275, People's Republic of China"],"affiliations":[{"raw_affiliation_string":"Lingnan (University) College, Sun Yat-sen University, Guangzhou, 510275, People\u2019s Republic of China","institution_ids":["https://openalex.org/I157773358"]},{"raw_affiliation_string":"Lingnan (University) College, Sun Yat-sen University, Guangzhou, 510275, People's Republic of China","institution_ids":["https://openalex.org/I157773358"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5102707661"],"corresponding_institution_ids":["https://openalex.org/I157773358"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":4.1146,"has_fulltext":false,"cited_by_count":18,"citation_normalized_percentile":{"value":0.94746036,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":99},"biblio":{"volume":"307","issue":"1-2","first_page":"1","last_page":"24"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12394","display_name":"Insurance and Financial Risk Management","score":0.9994000196456909,"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"}},"topics":[{"id":"https://openalex.org/T12394","display_name":"Insurance and Financial Risk Management","score":0.9994000196456909,"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":0.9987999796867371,"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"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.996999979019165,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/reinsurance","display_name":"Reinsurance","score":0.9464572668075562},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.543148934841156},{"id":"https://openalex.org/keywords/shock","display_name":"Shock (circulatory)","score":0.5403454899787903},{"id":"https://openalex.org/keywords/complete-information","display_name":"Complete information","score":0.5125553607940674},{"id":"https://openalex.org/keywords/bellman-equation","display_name":"Bellman equation","score":0.5108060836791992},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.5019717216491699},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.4519798159599304},{"id":"https://openalex.org/keywords/investment-strategy","display_name":"Investment strategy","score":0.44324618577957153},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4413508474826813},{"id":"https://openalex.org/keywords/investment","display_name":"Investment (military)","score":0.4386574327945709},{"id":"https://openalex.org/keywords/partial-equilibrium","display_name":"Partial equilibrium","score":0.4155328869819641},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.33502188324928284},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3027058243751526},{"id":"https://openalex.org/keywords/general-equilibrium-theory","display_name":"General equilibrium theory","score":0.27577269077301025},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.2555355429649353},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.2097785770893097}],"concepts":[{"id":"https://openalex.org/C166970017","wikidata":"https://www.wikidata.org/wiki/Q476118","display_name":"Reinsurance","level":2,"score":0.9464572668075562},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.543148934841156},{"id":"https://openalex.org/C2781300812","wikidata":"https://www.wikidata.org/wiki/Q178061","display_name":"Shock (circulatory)","level":2,"score":0.5403454899787903},{"id":"https://openalex.org/C113336015","wikidata":"https://www.wikidata.org/wiki/Q574010","display_name":"Complete information","level":2,"score":0.5125553607940674},{"id":"https://openalex.org/C14646407","wikidata":"https://www.wikidata.org/wiki/Q1430750","display_name":"Bellman equation","level":2,"score":0.5108060836791992},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.5019717216491699},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4519798159599304},{"id":"https://openalex.org/C103144560","wikidata":"https://www.wikidata.org/wiki/Q2670999","display_name":"Investment strategy","level":3,"score":0.44324618577957153},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4413508474826813},{"id":"https://openalex.org/C27548731","wikidata":"https://www.wikidata.org/wiki/Q88272","display_name":"Investment (military)","level":3,"score":0.4386574327945709},{"id":"https://openalex.org/C165404738","wikidata":"https://www.wikidata.org/wiki/Q3052487","display_name":"Partial equilibrium","level":3,"score":0.4155328869819641},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.33502188324928284},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3027058243751526},{"id":"https://openalex.org/C103382277","wikidata":"https://www.wikidata.org/wiki/Q282640","display_name":"General equilibrium theory","level":2,"score":0.27577269077301025},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.2555355429649353},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.2097785770893097},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C71924100","wikidata":"https://www.wikidata.org/wiki/Q11190","display_name":"Medicine","level":0,"score":0.0},{"id":"https://openalex.org/C181622380","wikidata":"https://www.wikidata.org/wiki/Q26911","display_name":"Profit (economics)","level":2,"score":0.0},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0},{"id":"https://openalex.org/C126322002","wikidata":"https://www.wikidata.org/wiki/Q11180","display_name":"Internal medicine","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10479-021-04317-4","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-021-04317-4","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"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":"Annals of Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:annopr:v:307:y:2021:i:1:d:10.1007_s10479-021-04317-4","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10479-021-04317-4","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":[{"display_name":"Decent work and economic growth","score":0.4000000059604645,"id":"https://metadata.un.org/sdg/8"}],"awards":[{"id":"https://openalex.org/G2806204480","display_name":null,"funder_award_id":"71721001","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G4858998636","display_name":null,"funder_award_id":"RGPIN-2016-03975","funder_id":"https://openalex.org/F4320334593","funder_display_name":"Natural Sciences and Engineering Research Council of Canada"},{"id":"https://openalex.org/G7524868893","display_name":null,"funder_award_id":"B14019","funder_id":"https://openalex.org/F4320327912","funder_display_name":"Higher Education Discipline Innovation Project"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320327912","display_name":"Higher Education Discipline Innovation Project","ror":null},{"id":"https://openalex.org/F4320334593","display_name":"Natural Sciences and Engineering Research Council of Canada","ror":"https://ror.org/01h531d29"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":57,"referenced_works":["https://openalex.org/W166751945","https://openalex.org/W299346747","https://openalex.org/W340849822","https://openalex.org/W940111555","https://openalex.org/W1609731255","https://openalex.org/W1791174547","https://openalex.org/W1839366253","https://openalex.org/W1978360061","https://openalex.org/W1991005468","https://openalex.org/W2002788332","https://openalex.org/W2004389437","https://openalex.org/W2016864253","https://openalex.org/W2029932115","https://openalex.org/W2030862733","https://openalex.org/W2034085084","https://openalex.org/W2047892240","https://openalex.org/W2049124150","https://openalex.org/W2050477100","https://openalex.org/W2067761883","https://openalex.org/W2068039820","https://openalex.org/W2075090252","https://openalex.org/W2076070779","https://openalex.org/W2082109384","https://openalex.org/W2084543644","https://openalex.org/W2087292112","https://openalex.org/W2132621139","https://openalex.org/W2147544122","https://openalex.org/W2171169470","https://openalex.org/W2178320768","https://openalex.org/W2196240778","https://openalex.org/W2253832899","https://openalex.org/W2304204637","https://openalex.org/W2333305678","https://openalex.org/W2341763561","https://openalex.org/W2462425032","https://openalex.org/W2516131933","https://openalex.org/W2565508781","https://openalex.org/W2591756540","https://openalex.org/W2592188887","https://openalex.org/W2600707041","https://openalex.org/W2740401765","https://openalex.org/W2752153790","https://openalex.org/W2771925028","https://openalex.org/W2782665533","https://openalex.org/W2797770814","https://openalex.org/W2806251709","https://openalex.org/W2905016558","https://openalex.org/W2946801684","https://openalex.org/W3000435172","https://openalex.org/W3114895722","https://openalex.org/W3122203009","https://openalex.org/W3122956191","https://openalex.org/W3124574885","https://openalex.org/W3124909925","https://openalex.org/W3135690657","https://openalex.org/W3169836392","https://openalex.org/W6807091881"],"related_works":["https://openalex.org/W2580263642","https://openalex.org/W2521288705","https://openalex.org/W2940488677","https://openalex.org/W3125730104","https://openalex.org/W3005135494","https://openalex.org/W4287869571","https://openalex.org/W3009949638","https://openalex.org/W3124241899","https://openalex.org/W2946801684","https://openalex.org/W4255070120"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":6},{"year":2023,"cited_by_count":6},{"year":2022,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
