Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model (Q6170565)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7711815
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model |
scientific article; zbMATH DE number 7711815 |
Statements
Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model (English)
0 references
13 July 2023
0 references
investment and proportional reinsurance
0 references
stochastic differential game
0 references
delay
0 references
CEV model
0 references
Nash equilibrium
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 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8697303533554077
0 references
0.8688768744468689
0 references
0.8555192351341248
0 references
0.852118194103241
0 references
0.843808114528656
0 references
