Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks (Q2306384)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks |
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Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks (English)
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23 March 2020
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proportional reinsurance
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investment
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non-zero-sum game
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equilibrium control
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default risk
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volatility risk
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