Non-zero-sum reinsurance games subject to ambiguous correlations (Q1755812)
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scientific article; zbMATH DE number 7000206
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| English | Non-zero-sum reinsurance games subject to ambiguous correlations |
scientific article; zbMATH DE number 7000206 |
Statements
Non-zero-sum reinsurance games subject to ambiguous correlations (English)
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11 January 2019
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reinsurance
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non-zero-sum stochastic differential game
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ambiguous correlation
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$G$-Brownian motion
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Hamiltonian-Jacobi-Bellman-Isaacs equation
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Nash equilibrium
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0.8662683367729187
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0.8213386535644531
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0.7977231740951538
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0.788757860660553
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