Stochastic differential reinsurance games in diffusion approximation models (Q2223787)
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English | 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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