Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty (Q2295327): Difference between revisions
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Revision as of 06:37, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty |
scientific article |
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Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty (English)
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12 February 2020
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stochastic differential game
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forward-backward stochastic differential equations
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maximum principle
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regular-singular control
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model uncertainty
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asymmetry informations
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