Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks (Q2306384): Difference between revisions
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Revision as of 15:48, 21 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks |
scientific article |
Statements
Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks (English)
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23 March 2020
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proportional reinsurance
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investment
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non-zero-sum game
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equilibrium control
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default risk
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volatility risk
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