Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7241422
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Reinsurance-investment game between two mean-variance insurers under model uncertainty |
scientific article; zbMATH DE number 7241422 |
Statements
Reinsurance-investment game between two mean-variance insurers under model uncertainty (English)
0 references
28 August 2020
0 references
non-zero-sum stochastic differential game
0 references
model ambiguity
0 references
relative performance
0 references
Nash equilibrium strategy
0 references
mean-variance criterion
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 references
0 references
0.8984705805778503
0 references
0.8893096446990967
0 references
0.8834528923034668
0 references
0.8664436936378479
0 references
0.8525593280792236
0 references
