Non-zero-sum stochastic differential reinsurance and investment games with default risk (Q1681455)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-zero-sum stochastic differential reinsurance and investment games with default risk |
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Non-zero-sum stochastic differential reinsurance and investment games with default risk (English)
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23 November 2017
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decision analysis
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game theory
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default risk
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reinsurance and investment
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Heston volatility model
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