STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE (Q5745199)
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scientific article; zbMATH DE number 6880936
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE |
scientific article; zbMATH DE number 6880936 |
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STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE (English)
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5 June 2018
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reinsurance
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generalized mean-variance premium principle
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non-zero sum game
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equilibrium strategy
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Hamilton-Jacobi-Bellman equation
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