A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment
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Abstract
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DOI: 10.1016/j.insmatheco.2023.11.006
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Cited by:
- Keisuke Kizaki & Taiga Saito & Akihiko Takahashi, 2024. "Multi-agent Equilibrium Model with Heterogeneous Views on Fundamental Risks in Incomplete Market," CARF F-Series CARF-F-578, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Keisuke Kizaki & Taiga Saito & Akihiko Takahashi, 2024. "Multi-agent Equilibrium Model with Heterogeneous Views on Fundamental Risks in Incomplete Market," CIRJE F-Series CIRJE-F-1224, CIRJE, Faculty of Economics, University of Tokyo.
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Keywords
Incomplete market; Multi-agent model; Equilibrium model; Reinsurance pricing; Life-cycle investment;All these keywords.
JEL classification:
- D15 - Microeconomics - - Household Behavior - - - Intertemporal Household Choice; Life Cycle Models and Saving
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
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