Stochastic differential investment-reinsurance games with capital injection-barrier dividend (Q3132027)

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Stochastic differential investment-reinsurance games with capital injection-barrier dividend
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    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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