Non-zero-sum reinsurance games subject to ambiguous correlations (Q1755812)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-zero-sum reinsurance games subject to ambiguous correlations |
scientific article |
Statements
Non-zero-sum reinsurance games subject to ambiguous correlations (English)
0 references
11 January 2019
0 references
reinsurance
0 references
non-zero-sum stochastic differential game
0 references
ambiguous correlation
0 references
$G$-Brownian motion
0 references
Hamiltonian-Jacobi-Bellman-Isaacs equation
0 references
Nash equilibrium
0 references
