A reinsurance and investment game between two insurance companies with the different opinions about some extra information (Q2364007)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A reinsurance and investment game between two insurance companies with the different opinions about some extra information |
scientific article; zbMATH DE number 6747603
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A reinsurance and investment game between two insurance companies with the different opinions about some extra information |
scientific article; zbMATH DE number 6747603 |
Statements
A reinsurance and investment game between two insurance companies with the different opinions about some extra information (English)
0 references
17 July 2017
0 references
non-zero-sum stochastic differential game
0 references
enlargement of filtration
0 references
Hamilton-Jacobi-Bellman equations
0 references
relative performance
0 references
Nash equilibrium
0 references
0 references
0 references
0 references
0.838767409324646
0 references
0.8307663798332214
0 references
0.813981831073761
0 references
0.813075840473175
0 references
0.8109099864959717
0 references
