Stochastic differential investment-reinsurance games with capital injection-barrier dividend (Q3132027)
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scientific article; zbMATH DE number 6831480
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Stochastic differential investment-reinsurance games with capital injection-barrier dividend |
scientific article; zbMATH DE number 6831480 |
Statements
Stochastic differential investment-reinsurance games with capital injection-barrier dividend (English)
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29 January 2018
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operations research
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game theory
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stochastic differential game
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Hamilton-Jacobi-Bellman-Isaacs equation
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investment strategies
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proportional reinsurance
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0.8943015336990356
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0.8459173440933228
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0.8116331696510315
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0.8116137385368347
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