Stochastic differential games between two insurers with generalized mean-variance premium principle (Q5745199)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic differential games between two insurers with generalized mean-variance premium principle |
scientific article; zbMATH DE number 6880936
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic differential games between two insurers with generalized mean-variance premium principle |
scientific article; zbMATH DE number 6880936 |
Statements
STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE (English)
0 references
5 June 2018
0 references
reinsurance
0 references
generalized mean-variance premium principle
0 references
non-zero sum game
0 references
equilibrium strategy
0 references
Hamilton-Jacobi-Bellman equation
0 references
0 references
0 references
0 references
0 references
0 references
0.8896659016609192
0 references
0.8859127163887024
0 references
0.8756181597709656
0 references
0.8742403388023376
0 references
0.8719444274902344
0 references
