On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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← all fields·2 papers on “dynamic programming” in Quant Finance · 1 week

Equilibrium analysis in a multi-agent reinsurance chainq-fin.MF

The paper analyzes reinsurance strategies in a competitive multi-agent system.

problem Strategic interactions and competitive behavior in multi-layer reinsurance chains.

method Stochastic differential games and non-zero-sum game models to characterize strategic interactions. Dynamic programming and game theory to derive equilibrium strategies.

result Intensified competition reduces safety loadings in reinsurance contracts.

reinsurance multi-agent stochastic differential games competitive behavior equilibrium strategies

2026-07-17abs ↗pdf ↗

Equilibrium analysis in a multi-agent reinsurance chainq-fin.MF

The paper analyzes strategic interactions in a multi-agent reinsurance chain using game theory.

problem Strategic behavior and competition among insurers and reinsurers in a multi-layer reinsurance chain.

method Employed Stackelberg differential games and non-zero-sum game models to characterize strategic interactions. Used dynamic programming and game theory to derive equilibrium strategies for investment and reinsurance.

result Intensified competition leads to reduced safety loadings in reinsurance contracts.

reinsurance chain multi-agent game theory Stackelberg games non-zero-sum games

2026-07-17abs ↗pdf ↗