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Latest revision as of 05:52, 9 July 2024

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A class of non-zero-sum stochastic differential investment and reinsurance games
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    A class of non-zero-sum stochastic differential investment and reinsurance games (English)
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    24 October 2014
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    Hamiltonian-Jacobi-Bellman equation
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    non-zero-sum stochastic differential game
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    equilibrium investment
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    equilibrium proportional reinsurance
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    regime switching
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    relative performance
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    Cramer-Lundberg model
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    Nash equilibrium
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    stochastic control
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