STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE

DOI10.1017/asb.2017.35zbMath1390.91171OpenAlexW2793149742MaRDI QIDQ5745199

Yan Zeng, Shu-Min Chen, Hailiang Yang

Publication date: 5 June 2018

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/asb.2017.35

zbMATH Keywords

Hamilton-Jacobi-Bellman equationreinsuranceequilibrium strategygeneralized mean-variance premium principlenon-zero sum game

Mathematics Subject Classification ID

Related Items (17)

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