{"id":"https://openalex.org/W4400973125","doi":"https://doi.org/10.1051/ro/2024155","title":"Reinsurance contracts under Stackelberg game and market equilibrium","display_name":"Reinsurance contracts under Stackelberg game and market equilibrium","publication_year":2024,"publication_date":"2024-07-25","ids":{"openalex":"https://openalex.org/W4400973125","doi":"https://doi.org/10.1051/ro/2024155"},"language":"en","primary_location":{"id":"doi:10.1051/ro/2024155","is_oa":true,"landing_page_url":"http://dx.doi.org/10.1051/ro/2024155","pdf_url":"https://www.rairo-ro.org/articles/ro/pdf/2024/05/ro230239.pdf","source":{"id":"https://openalex.org/S20631277","display_name":"RAIRO - Operations Research","issn_l":"0399-0559","issn":["0399-0559","1290-3868","2804-7303"],"is_oa":true,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319748","host_organization_name":"EDP Sciences","host_organization_lineage":["https://openalex.org/P4310319748"],"host_organization_lineage_names":["EDP Sciences"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"RAIRO - Operations Research","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"diamond","oa_url":"https://www.rairo-ro.org/articles/ro/pdf/2024/05/ro230239.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5027256687","display_name":"Duni Hu","orcid":"https://orcid.org/0000-0002-3021-4603"},"institutions":[{"id":"https://openalex.org/I141649914","display_name":"Nanchang University","ror":"https://ror.org/042v6xz23","country_code":"CN","type":"education","lineage":["https://openalex.org/I141649914"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Duni Hu","raw_affiliation_strings":["Research Center of the Central China for Economic and Social Development, Nanchang University, Nanchang 330031, P.R. China","School of Economics and Management, Nanchang University, Nanchang 330031, P.R. China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Research Center of the Central China for Economic and Social Development, Nanchang University, Nanchang 330031, P.R. China","institution_ids":["https://openalex.org/I141649914"]},{"raw_affiliation_string":"School of Economics and Management, Nanchang University, Nanchang 330031, P.R. China","institution_ids":["https://openalex.org/I141649914"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5111570628","display_name":"Guomin Yang","orcid":null},"institutions":[{"id":"https://openalex.org/I141649914","display_name":"Nanchang University","ror":"https://ror.org/042v6xz23","country_code":"CN","type":"education","lineage":["https://openalex.org/I141649914"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Guomin Yang","raw_affiliation_strings":["Research Center of the Central China for Economic and Social Development, Nanchang University, Nanchang 330031, P.R. China","School of Economics and Management, Nanchang University, Nanchang 330031, P.R. China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Research Center of the Central China for Economic and Social Development, Nanchang University, Nanchang 330031, P.R. China","institution_ids":["https://openalex.org/I141649914"]},{"raw_affiliation_string":"School of Economics and Management, Nanchang University, Nanchang 330031, P.R. China","institution_ids":["https://openalex.org/I141649914"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100367752","display_name":"Hailong Wang","orcid":"https://orcid.org/0000-0002-6107-5095"},"institutions":[{"id":"https://openalex.org/I53592917","display_name":"Jiangxi Normal University","ror":"https://ror.org/05nkgk822","country_code":"CN","type":"education","lineage":["https://openalex.org/I53592917"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Hailong Wang","raw_affiliation_strings":["The College of Finance, Jiangxi Normal University, Nanchang 330022, P.R. China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"The College of Finance, Jiangxi Normal University, Nanchang 330022, P.R. China","institution_ids":["https://openalex.org/I53592917"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.4434,"has_fulltext":true,"cited_by_count":1,"citation_normalized_percentile":{"value":0.64208176,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":97},"biblio":{"volume":"58","issue":"5","first_page":"3675","last_page":"3696"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9588000178337097,"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":0.9588000178337097,"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":0.9580000042915344,"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":0.9538999795913696,"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/stackelberg-competition","display_name":"Stackelberg competition","score":0.957359790802002},{"id":"https://openalex.org/keywords/reinsurance","display_name":"Reinsurance","score":0.8947372436523438},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.5155527591705322},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.4972381889820099},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.48451417684555054},{"id":"https://openalex.org/keywords/game-theory","display_name":"Game theory","score":0.42069000005722046},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.1241367757320404}],"concepts":[{"id":"https://openalex.org/C199510392","wikidata":"https://www.wikidata.org/wiki/Q1184602","display_name":"Stackelberg competition","level":2,"score":0.957359790802002},{"id":"https://openalex.org/C166970017","wikidata":"https://www.wikidata.org/wiki/Q476118","display_name":"Reinsurance","level":2,"score":0.8947372436523438},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.5155527591705322},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.4972381889820099},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.48451417684555054},{"id":"https://openalex.org/C177142836","wikidata":"https://www.wikidata.org/wiki/Q44455","display_name":"Game theory","level":2,"score":0.42069000005722046},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.1241367757320404}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1051/ro/2024155","is_oa":true,"landing_page_url":"http://dx.doi.org/10.1051/ro/2024155","pdf_url":"https://www.rairo-ro.org/articles/ro/pdf/2024/05/ro230239.pdf","source":{"id":"https://openalex.org/S20631277","display_name":"RAIRO - Operations Research","issn_l":"0399-0559","issn":["0399-0559","1290-3868","2804-7303"],"is_oa":true,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319748","host_organization_name":"EDP Sciences","host_organization_lineage":["https://openalex.org/P4310319748"],"host_organization_lineage_names":["EDP Sciences"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"RAIRO - Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:edpsciences.org:dkey/10.1051/ro/2024155","is_oa":true,"landing_page_url":null,"pdf_url":"https://www.rairo-ro.org/10.1051/ro/2024155/pdf","source":{"id":"https://openalex.org/S4306400744","display_name":"Springer Link (Chiba Institute of Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I8488066","host_organization_name":"Chiba Institute of Technology","host_organization_lineage":["https://openalex.org/I8488066"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"https://doi.org/10.1051/ro/2024155","raw_type":"Text"}],"best_oa_location":{"id":"doi:10.1051/ro/2024155","is_oa":true,"landing_page_url":"http://dx.doi.org/10.1051/ro/2024155","pdf_url":"https://www.rairo-ro.org/articles/ro/pdf/2024/05/ro230239.pdf","source":{"id":"https://openalex.org/S20631277","display_name":"RAIRO - Operations Research","issn_l":"0399-0559","issn":["0399-0559","1290-3868","2804-7303"],"is_oa":true,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319748","host_organization_name":"EDP Sciences","host_organization_lineage":["https://openalex.org/P4310319748"],"host_organization_lineage_names":["EDP Sciences"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"RAIRO - Operations Research","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G2758849029","display_name":null,"funder_award_id":"72261019","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G3651593290","display_name":null,"funder_award_id":"72161027","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G6704241104","display_name":null,"funder_award_id":"72161027","funder_id":"https://openalex.org/F4320310121","funder_display_name":"Natural Science Foundation of Jilin Province"},{"id":"https://openalex.org/G849722222","display_name":null,"funder_award_id":"71521061","funder_id":"https://openalex.org/F4320310121","funder_display_name":"Natural Science Foundation of Jilin Province"}],"funders":[{"id":"https://openalex.org/F4320310121","display_name":"Natural Science Foundation of Jilin Province","ror":null},{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4400973125.pdf","grobid_xml":"https://content.openalex.org/works/W4400973125.grobid-xml"},"referenced_works_count":39,"referenced_works":["https://openalex.org/W1574770848","https://openalex.org/W1963798578","https://openalex.org/W1994186102","https://openalex.org/W2021680246","https://openalex.org/W2026613352","https://openalex.org/W2027047704","https://openalex.org/W2034085084","https://openalex.org/W2039609067","https://openalex.org/W2041750208","https://openalex.org/W2062910366","https://openalex.org/W2080914628","https://openalex.org/W2109767864","https://openalex.org/W2115596421","https://openalex.org/W2123488901","https://openalex.org/W2131387435","https://openalex.org/W2154989692","https://openalex.org/W2162549904","https://openalex.org/W2171757380","https://openalex.org/W2178320768","https://openalex.org/W2325340327","https://openalex.org/W2467700965","https://openalex.org/W2564456188","https://openalex.org/W2770616686","https://openalex.org/W2915058904","https://openalex.org/W2939545293","https://openalex.org/W2981042000","https://openalex.org/W2982609431","https://openalex.org/W3004543265","https://openalex.org/W3009949638","https://openalex.org/W3025727643","https://openalex.org/W3122203009","https://openalex.org/W3126097131","https://openalex.org/W3163927957","https://openalex.org/W3197486562","https://openalex.org/W3206010544","https://openalex.org/W4200306384","https://openalex.org/W4235413109","https://openalex.org/W4283261111","https://openalex.org/W4295736450"],"related_works":["https://openalex.org/W2605497830","https://openalex.org/W3169439878","https://openalex.org/W1520139536","https://openalex.org/W2068883847","https://openalex.org/W1986740040","https://openalex.org/W3124264153","https://openalex.org/W1486499056","https://openalex.org/W1549443502","https://openalex.org/W3121315832","https://openalex.org/W2062756478"],"abstract_inverted_index":{"In":[0],"this":[1],"paper,":[2],"we":[3],"investigate":[4],"the":[5,51,57,60,64,75,84,89,93,100,112,118,122,124,129,134,142,148,154],"robust":[6],"reinsurance":[7,16,70,79,94,113,119,130,135,143],"contracts":[8],"under":[9,147,153],"Stackelberg":[10,149],"game":[11,150],"and":[12,24,31,44,56,69,96,108,115,132],"market":[13,155],"equilibrium.":[14,156],"Each":[15],"contract":[17],"contains":[18],"two":[19,76],"decision":[20],"makers,":[21],"one":[22,25],"insurer":[23,28],"reinsurer.":[26],"The":[27,40],"is":[29,42,45,145],"ambiguity-neutral":[30],"adopts":[32],"a":[33,46],"loss-dependent":[34,85],"premium":[35,86],"principle":[36,87],"to":[37],"collect":[38],"premium.":[39],"reinsurer":[41],"ambiguity-averse":[43],"Bayesian":[47],"learner.":[48],"By":[49],"using":[50],"stochastic":[52],"dynamic":[53],"programming":[54],"method":[55],"inverse":[58],"method,":[59],"analytical":[61],"expressions":[62],"of":[63,78],"optimal":[65],"risk":[66],"allocation":[67],"proportion":[68],"price":[71,95,114,131,144],"are":[72],"derived":[73],"for":[74],"types":[77],"contracts.":[80],"We":[81],"shows":[82],"that":[83,141,152],"has":[88,105],"penalty-reward":[90],"nature.":[91],"Both":[92],"demand":[97],"decrease":[98],"as":[99],"extrapolative":[101],"intensity":[102],"increases.":[103],"Learning":[104],"important":[106],"significance":[107],"always":[109],"puts":[110,116],"down":[111],"up":[117],"demand.":[120,136],"On":[121],"contrary,":[123],"reinsurer\u2019s":[125],"ambiguity":[126],"aversion":[127],"raises":[128],"decreases":[133],"Finally,":[137],"numerical":[138],"analysis":[139],"reveals":[140],"greater":[146],"than":[151]},"counts_by_year":[{"year":2026,"cited_by_count":1}],"updated_date":"2026-07-07T06:14:10.401900","created_date":"2025-10-10T00:00:00"}
