A reinsurance and investment game between two insurance companies with the different opinions about some extra information (Q2364007)
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scientific article; zbMATH DE number 6747603
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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)
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17 July 2017
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non-zero-sum stochastic differential game
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enlargement of filtration
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Hamilton-Jacobi-Bellman equations
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relative performance
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Nash equilibrium
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0.838767409324646
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0.8307663798332214
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0.813981831073761
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0.813075840473175
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0.8109099864959717
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