A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility (Q6163064)
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: A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility |
scientific article; zbMATH DE number 7697093
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility |
scientific article; zbMATH DE number 7697093 |
Statements
A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility (English)
0 references
16 June 2023
0 references
equilibrium strategy
0 references
FBSDEs
0 references
mean-variance
0 references
reinsurance
0 references
non-zero-sum game
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8836749792098999
0 references
0.8823617100715637
0 references
0.8715530037879944
0 references
0.8625704646110535
0 references
