Demand for longevity securities under relative performance concerns: stochastic differential games with cointegration (Q2374128): Difference between revisions
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Latest revision as of 06:38, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Demand for longevity securities under relative performance concerns: stochastic differential games with cointegration |
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Demand for longevity securities under relative performance concerns: stochastic differential games with cointegration (English)
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14 December 2016
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nonzero sum games
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longevity security market
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cointegration
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relative performance
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Nash equilibrium
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demand of longevity bonds
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