Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process (Q6114645)
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scientific article; zbMATH DE number 7710963
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process |
scientific article; zbMATH DE number 7710963 |
Statements
Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process (English)
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12 July 2023
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non-trivial curved structures
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optimal investment
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exponential utilities
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Hamilton-Jacobi-Bellman equation
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