Stochastic differential reinsurance games with capital injections (Q2273971)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential reinsurance games with capital injections |
scientific article |
Statements
Stochastic differential reinsurance games with capital injections (English)
0 references
19 September 2019
0 references
stochastic differential game
0 references
reflected process
0 references
Nash equilibrium
0 references
quasi-variational inequality
0 references
singular control
0 references
