Pages that link to "Item:Q2656996"
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The following pages link to Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996):
Displaying 5 items.
- Mean field and \(n\)-insurers games for robust optimal reinsurance-investment in correlated markets (Q2698598) (← links)
- Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks (Q6152708) (← links)
- A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility (Q6163064) (← links)
- Non-zero-sum stochastic differential games on investment, consumption and proportional reinsurance (Q6536955) (← links)
- Optimal reinsurance-investment problem for two competitive or cooperative insurers under two investment patterns (Q6541127) (← links)
