A non-zero-sum stochastic differential game between two mean-variance insurers with inside information (Q2691503)
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scientific article; zbMATH DE number 7669003
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A non-zero-sum stochastic differential game between two mean-variance insurers with inside information |
scientific article; zbMATH DE number 7669003 |
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A non-zero-sum stochastic differential game between two mean-variance insurers with inside information (English)
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29 March 2023
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investment-reinsurance
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mean-variance criterion
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inside information
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non-zero-sum game
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time-consistent strategy
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0.8647106289863586
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0.8636964559555054
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0.855877697467804
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0.855864405632019
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0.8547154664993286
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