Stochastic differential reinsurance games in diffusion approximation models (Q2223787)

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Stochastic differential reinsurance games in diffusion approximation models
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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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