Robust equilibrium investment and reinsurance strategy with bounded memory and common shock dependence (Q5034784)
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scientific article; zbMATH DE number 7477222
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| English | Robust equilibrium investment and reinsurance strategy with bounded memory and common shock dependence |
scientific article; zbMATH DE number 7477222 |
Statements
Robust equilibrium investment and reinsurance strategy with bounded memory and common shock dependence (English)
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21 February 2022
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robust investment and reinsurance
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mean-variance
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jump-diffusion
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two-dimensional claim
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game theory
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0.8669881224632263
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0.862729549407959
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0.8534928560256958
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0.8492467999458313
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0.8449570536613464
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