The investment and reinsurance game of insurers and reinsurers with default risk under CEV model (Q6181238)
From MaRDI portal
scientific article; zbMATH DE number 7792467
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The investment and reinsurance game of insurers and reinsurers with default risk under CEV model |
scientific article; zbMATH DE number 7792467 |
Statements
The investment and reinsurance game of insurers and reinsurers with default risk under CEV model (English)
0 references
22 January 2024
0 references
investment and reinsurance strategy
0 references
Nash equilibrium
0 references
CEV model
0 references
Hamilton-Jacobi-Bellman (HJB) equations
0 references
default risk
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
