Non-zero-sum reinsurance and investment game with correlation between insurance market and financial market under CEV model (Q2691381): Difference between revisions
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English | Non-zero-sum reinsurance and investment game with correlation between insurance market and financial market under CEV model |
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Non-zero-sum reinsurance and investment game with correlation between insurance market and financial market under CEV model (English)
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29 March 2023
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non-zero sum game
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optimal investment
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constant elasticity of variance (CEV) model
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Hamilton-Jacobi-Bellman (HJB) equation
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