Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty (Q2295327)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty |
scientific article |
Statements
Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty (English)
0 references
12 February 2020
0 references
stochastic differential game
0 references
forward-backward stochastic differential equations
0 references
maximum principle
0 references
regular-singular control
0 references
model uncertainty
0 references
asymmetry informations
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
