Mean field and \(n\)-insurers games for robust optimal reinsurance-investment in correlated markets (Q2698598)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Mean field and \(n\)-insurers games for robust optimal reinsurance-investment in correlated markets |
scientific article |
Statements
Mean field and \(n\)-insurers games for robust optimal reinsurance-investment in correlated markets (English)
0 references
24 April 2023
0 references
reinsurance-investment strategy
0 references
\(n\)-insurers game
0 references
mean field games
0 references
models uncertainty
0 references
correlated markets
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references