{"id":"https://openalex.org/W3090625796","doi":"https://doi.org/10.1007/s10957-020-01756-0","title":"Nonzero-Sum Stochastic Differential Reinsurance Games with Jump\u2013Diffusion Processes","display_name":"Nonzero-Sum Stochastic Differential Reinsurance Games with Jump\u2013Diffusion Processes","publication_year":2020,"publication_date":"2020-09-30","ids":{"openalex":"https://openalex.org/W3090625796","doi":"https://doi.org/10.1007/s10957-020-01756-0","mag":"3090625796"},"language":"en","primary_location":{"id":"doi:10.1007/s10957-020-01756-0","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10957-020-01756-0","pdf_url":null,"source":{"id":"https://openalex.org/S52430896","display_name":"Journal of Optimization Theory and Applications","issn_l":"0022-3239","issn":["0022-3239","1573-2878"],"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":"Journal of Optimization Theory and Applications","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/A5062785618","display_name":"Negash G. Medhin","orcid":null},"institutions":[{"id":"https://openalex.org/I137902535","display_name":"North Carolina State University","ror":"https://ror.org/04tj63d06","country_code":"US","type":"education","lineage":["https://openalex.org/I137902535"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Negash Medhin","raw_affiliation_strings":["North Carolina State University, Raleigh, NC, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"North Carolina State University, Raleigh, NC, USA","institution_ids":["https://openalex.org/I137902535"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5085696616","display_name":"Chuan Xu","orcid":null},"institutions":[{"id":"https://openalex.org/I137902535","display_name":"North Carolina State University","ror":"https://ror.org/04tj63d06","country_code":"US","type":"education","lineage":["https://openalex.org/I137902535"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Chuan Xu","raw_affiliation_strings":["North Carolina State University, Raleigh, NC, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"North Carolina State University, Raleigh, NC, USA","institution_ids":["https://openalex.org/I137902535"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5062785618"],"corresponding_institution_ids":["https://openalex.org/I137902535"],"apc_list":{"value":2990,"currency":"USD","value_usd":2990},"apc_paid":null,"fwci":0.2145,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":{"value":0.59048595,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":97},"biblio":{"volume":"187","issue":"2","first_page":"566","last_page":"584"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9952999949455261,"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":0.9952999949455261,"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/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9948999881744385,"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/T11413","display_name":"Risk and Portfolio Optimization","score":0.9904000163078308,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/reinsurance","display_name":"Reinsurance","score":0.9647785425186157},{"id":"https://openalex.org/keywords/differential-game","display_name":"Differential game","score":0.8239184617996216},{"id":"https://openalex.org/keywords/jump-diffusion","display_name":"Jump diffusion","score":0.7849106788635254},{"id":"https://openalex.org/keywords/duopoly","display_name":"Duopoly","score":0.7157842516899109},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.6193491816520691},{"id":"https://openalex.org/keywords/nash-equilibrium","display_name":"Nash equilibrium","score":0.6080536842346191},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.5909410715103149},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.5694925785064697},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5256289839744568},{"id":"https://openalex.org/keywords/jump-process","display_name":"Jump process","score":0.48230576515197754},{"id":"https://openalex.org/keywords/correctness","display_name":"Correctness","score":0.461870938539505},{"id":"https://openalex.org/keywords/hamilton\u2013jacobi\u2013bellman-equation","display_name":"Hamilton\u2013Jacobi\u2013Bellman equation","score":0.4548126459121704},{"id":"https://openalex.org/keywords/differential","display_name":"Differential (mechanical device)","score":0.4466691315174103},{"id":"https://openalex.org/keywords/jump","display_name":"Jump","score":0.44363290071487427},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4286850690841675},{"id":"https://openalex.org/keywords/differential-equation","display_name":"Differential equation","score":0.41297468543052673},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.34450462460517883},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.267051100730896},{"id":"https://openalex.org/keywords/cournot-competition","display_name":"Cournot competition","score":0.1695023775100708},{"id":"https://openalex.org/keywords/bellman-equation","display_name":"Bellman equation","score":0.1618785560131073},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.16009625792503357},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.11656305193901062}],"concepts":[{"id":"https://openalex.org/C166970017","wikidata":"https://www.wikidata.org/wiki/Q476118","display_name":"Reinsurance","level":2,"score":0.9647785425186157},{"id":"https://openalex.org/C2779006483","wikidata":"https://www.wikidata.org/wiki/Q1973196","display_name":"Differential game","level":2,"score":0.8239184617996216},{"id":"https://openalex.org/C2779664328","wikidata":"https://www.wikidata.org/wiki/Q6311158","display_name":"Jump diffusion","level":3,"score":0.7849106788635254},{"id":"https://openalex.org/C180456769","wikidata":"https://www.wikidata.org/wiki/Q750207","display_name":"Duopoly","level":3,"score":0.7157842516899109},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.6193491816520691},{"id":"https://openalex.org/C46814582","wikidata":"https://www.wikidata.org/wiki/Q23389","display_name":"Nash equilibrium","level":2,"score":0.6080536842346191},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.5909410715103149},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.5694925785064697},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5256289839744568},{"id":"https://openalex.org/C2776825372","wikidata":"https://www.wikidata.org/wiki/Q3922411","display_name":"Jump process","level":3,"score":0.48230576515197754},{"id":"https://openalex.org/C55439883","wikidata":"https://www.wikidata.org/wiki/Q360812","display_name":"Correctness","level":2,"score":0.461870938539505},{"id":"https://openalex.org/C196978813","wikidata":"https://www.wikidata.org/wiki/Q3302775","display_name":"Hamilton\u2013Jacobi\u2013Bellman equation","level":3,"score":0.4548126459121704},{"id":"https://openalex.org/C93226319","wikidata":"https://www.wikidata.org/wiki/Q193137","display_name":"Differential (mechanical device)","level":2,"score":0.4466691315174103},{"id":"https://openalex.org/C2780695682","wikidata":"https://www.wikidata.org/wiki/Q4005959","display_name":"Jump","level":2,"score":0.44363290071487427},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4286850690841675},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.41297468543052673},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.34450462460517883},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.267051100730896},{"id":"https://openalex.org/C16520705","wikidata":"https://www.wikidata.org/wiki/Q601799","display_name":"Cournot competition","level":2,"score":0.1695023775100708},{"id":"https://openalex.org/C14646407","wikidata":"https://www.wikidata.org/wiki/Q1430750","display_name":"Bellman equation","level":2,"score":0.1618785560131073},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.16009625792503357},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.11656305193901062},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C146978453","wikidata":"https://www.wikidata.org/wiki/Q3798668","display_name":"Aerospace engineering","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10957-020-01756-0","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10957-020-01756-0","pdf_url":null,"source":{"id":"https://openalex.org/S52430896","display_name":"Journal of Optimization Theory and Applications","issn_l":"0022-3239","issn":["0022-3239","1573-2878"],"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":"Journal of Optimization Theory and Applications","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:joptap:v:187:y:2020:i:2:d:10.1007_s10957-020-01756-0","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10957-020-01756-0","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":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":13,"referenced_works":["https://openalex.org/W1515734253","https://openalex.org/W1966817636","https://openalex.org/W2015541347","https://openalex.org/W2023490476","https://openalex.org/W2064788357","https://openalex.org/W2118573305","https://openalex.org/W2122574195","https://openalex.org/W2171169470","https://openalex.org/W2962949662","https://openalex.org/W3121661916","https://openalex.org/W3122906764","https://openalex.org/W3123347787","https://openalex.org/W3123652306"],"related_works":["https://openalex.org/W2180817123","https://openalex.org/W3171210036","https://openalex.org/W2380920362","https://openalex.org/W2376890406","https://openalex.org/W2349340733","https://openalex.org/W4306679469","https://openalex.org/W3090625796","https://openalex.org/W2613113357","https://openalex.org/W2801500663","https://openalex.org/W2887263516"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":3},{"year":2023,"cited_by_count":1}],"updated_date":"2026-07-23T08:03:31.855105","created_date":"2025-10-10T00:00:00"}
