Robust non-zero-sum investment and reinsurance game with default risk (Q1757617)
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scientific article; zbMATH DE number 7001795
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| default for all languages | No label defined |
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| English | Robust non-zero-sum investment and reinsurance game with default risk |
scientific article; zbMATH DE number 7001795 |
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Robust non-zero-sum investment and reinsurance game with default risk (English)
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15 January 2019
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non-zero-sum stochastic differential game
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relative performance
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Nash equilibrium
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model ambiguity
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default risk
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0.8938285112380981
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0.8880710601806641
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0.8878798484802246
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0.8834528923034668
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