Nonzero-sum stochastic differential reinsurance games with jump-diffusion processes (Q2025294)

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Nonzero-sum stochastic differential reinsurance games with jump-diffusion processes
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    Nonzero-sum stochastic differential reinsurance games with jump-diffusion processes (English)
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    11 May 2021
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    Hamilton-Jacobi-Bellman equation
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    stochastic differential game
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    nonzero-sum reinsurance game
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    jump-diffusion process
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