A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility (Q6163064)
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scientific article; zbMATH DE number 7697093
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| 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)
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16 June 2023
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equilibrium strategy
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FBSDEs
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mean-variance
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reinsurance
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non-zero-sum game
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0.8836749792098999
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0.8823617100715637
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0.8715530037879944
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0.8625704646110535
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