A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market (Q2074836)
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English | A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market |
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A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market (English)
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11 February 2022
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stochastic Stackelberg differential game
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reinsurance contract design
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investment
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default risk
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delay
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