Equilibrium investment-reinsurance strategy with delay and common shock dependence under Heston's SV model (Q5057967)
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scientific article; zbMATH DE number 7625862
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium investment-reinsurance strategy with delay and common shock dependence under Heston's SV model |
scientific article; zbMATH DE number 7625862 |
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Equilibrium investment-reinsurance strategy with delay and common shock dependence under Heston's SV model (English)
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1 December 2022
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mean-variance utility
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common shock dependence
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stochastic delay differential equation
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game theory
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equilibrium strategy
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