Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty (Q2295327): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.apm.2017.07.027 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.APM.2017.07.027 / rank | |||
Normal rank | |||
Latest revision as of 21:03, 17 December 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 |
Statements
Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty (English)
0 references
12 February 2020
0 references
stochastic differential game
0 references
forward-backward stochastic differential equations
0 references
maximum principle
0 references
regular-singular control
0 references
model uncertainty
0 references
asymmetry informations
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
