Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model (Q5015999)
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scientific article; zbMATH DE number 7442339
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model |
scientific article; zbMATH DE number 7442339 |
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Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model (English)
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10 December 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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Nash equilibrium
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extended Hamilton-Jacobi-Bellman equation
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