Time-consistent reinsurance and investment game with default risk under CEV model (Q4984409)
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scientific article; zbMATH DE number 7338890
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| default for all languages | No label defined |
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| English | Time-consistent reinsurance and investment game with default risk under CEV model |
scientific article; zbMATH DE number 7338890 |
Statements
26 April 2021
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non-zero-sum stochastic differential game
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relative performance
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CEV model
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default risk
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0.9158741235733032
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0.8839893341064453
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0.8796606659889221
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0.8731701374053955
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0.8598394393920898
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