Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein-Uhlenbeck process (Q6606029)
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scientific article; zbMATH DE number 7913940
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| English | Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 7913940 |
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Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein-Uhlenbeck process (English)
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16 September 2024
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reinsurance-investment
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Stackelberg differential game
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common shock
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0.8737573623657227
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0.8324134349822998
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0.8289660811424255
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0.8182147741317749
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0.8181004524230957
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