A reinsurance game between two insurance companies with nonlinear risk processes (Q2347061)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A reinsurance game between two insurance companies with nonlinear risk processes |
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A reinsurance game between two insurance companies with nonlinear risk processes (English)
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26 May 2015
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stochastic differential game
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nonlinear risk process
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relative performance
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Nash equilibrium
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exponential utility
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