A stochastic differential reinsurance game (Q3578668)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic differential reinsurance game |
scientific article |
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A stochastic differential reinsurance game (English)
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20 July 2010
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stochastic differential game
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proportional reinsurance
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Cramer-Lundberg model
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Nash equilibrium
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stochastic control
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