A stochastic differential reinsurance game (Q3578668)

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A stochastic differential reinsurance game
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    title
    A stochastic differential reinsurance game (English)
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    author
    Xudong Zeng
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    publication date
    20 July 2010
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    Mathematics Subject Classification ID
    93E20
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    91A15
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    93E03
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    60G40
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    60J60
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    49N70
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    zbMATH DE Number
    5758473
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    zbMATH Keywords
    stochastic differential game
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    proportional reinsurance
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    Cramer-Lundberg model
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    Nash equilibrium
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    stochastic control
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