Robust non-zero-sum investment and reinsurance game with default risk (Q1757617)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Robust non-zero-sum investment and reinsurance game with default risk |
scientific article; zbMATH DE number 7001795
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Robust non-zero-sum investment and reinsurance game with default risk |
scientific article; zbMATH DE number 7001795 |
Statements
Robust non-zero-sum investment and reinsurance game with default risk (English)
0 references
15 January 2019
0 references
non-zero-sum stochastic differential game
0 references
relative performance
0 references
Nash equilibrium
0 references
model ambiguity
0 references
default risk
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8938285112380981
0 references
0.8880710601806641
0 references
0.8878798484802246
0 references
0.8834528923034668
0 references
