Optimal reinsurance and investment based on stochastic differential games with Vasicek interest rate (Q4640829)
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scientific article; zbMATH DE number 6874678
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| default for all languages | No label defined |
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| English | Optimal reinsurance and investment based on stochastic differential games with Vasicek interest rate |
scientific article; zbMATH DE number 6874678 |
Statements
25 May 2018
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stochastic differential games
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stochastic control
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reinsurance
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investment
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0.8631405830383301
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0.8406445384025574
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0.8388540148735046
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0.8388375043869019
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