Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models (Q2327617): Difference between revisions

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Latest revision as of 16:52, 20 July 2024

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Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models
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    Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models (English)
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    15 October 2019
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    stochastic control
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    non-zero-sum game
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    investment
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    reinsurance
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    regime switching
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