A class of non-zero-sum stochastic differential investment and reinsurance games (Q466272): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of non-zero-sum stochastic differential investment and reinsurance games |
scientific article |
Statements
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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