A non-zero-sum reinsurance-investment game with delay and asymmetric information
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Publication:2031383
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Cited in
(11)- A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market
- A hybrid stochastic differential reinsurance and investment game with bounded memory
- A reinsurance and investment game between two insurance companies with the different opinions about some extra information
- A non-zero-sum stochastic differential game between two mean-variance insurers with inside information
- Non-zero-sum investment and reinsurance game with delay effect and mean-variance utility
- A Stackelberg reinsurance-investment game with asymmetric information and delay
- A hybrid reinsurance-investment game with delay and asymmetric information
- Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model
- Non-zero-sum stochastic differential games on investment, consumption and proportional reinsurance
- Stochastic differential games on investment, consumption and proportional reinsurance under the CEV model
- Proportional reinsurance and investment based on the Ornstein-Uhlenbeck process in the presence of two reinsurers
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