Optimal stochastic differential games with VaR constraints (Q379028): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
Added link to MaRDI item.
links / mardi / namelinks / mardi / name
 

Revision as of 03:06, 30 January 2024

scientific article
Language Label Description Also known as
English
Optimal stochastic differential games with VaR constraints
scientific article

    Statements

    Optimal stochastic differential games with VaR constraints (English)
    0 references
    0 references
    0 references
    12 November 2013
    0 references
    optimal investment
    0 references
    proportional reinsurance
    0 references
    stochastic differential game
    0 references
    risk constraint
    0 references
    Nash equilibria
    0 references
    HJBI equations
    0 references
    dynamic programming
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references