A stochastic differential reinsurance game (Q3578668): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1239/jap/1276784895 / rank
 
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Latest revision as of 00:29, 3 July 2024

scientific article
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English
A stochastic differential reinsurance game
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    A stochastic differential reinsurance game (English)
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    20 July 2010
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    stochastic differential game
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    proportional reinsurance
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    Cramer-Lundberg model
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    Nash equilibrium
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    stochastic control
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    Identifiers

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