Stochastic differential reinsurance games in diffusion approximation models (Q2223787)
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scientific article; zbMATH DE number 7305161
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| English | Stochastic differential reinsurance games in diffusion approximation models |
scientific article; zbMATH DE number 7305161 |
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Stochastic differential reinsurance games in diffusion approximation models (English)
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3 February 2021
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exit probability game
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Nash equilibrium
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FBI equations
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nonexistence of value
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proportional reinsurance
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excess-of-loss reinsurance
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0.8909445405006409
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0.8813028931617737
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0.8640104532241821
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0.8623597621917725
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0.853849470615387
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