Stochastic differential reinsurance games in diffusion approximation models
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Cites work
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Cited in
(14)- Stochastic differential portfolio games for an insurer in a jump-diffusion risk process
- Nonzero-sum stochastic differential reinsurance games with jump-diffusion processes
- Stochastic differential reinsurance games with capital injections
- Optimal non-proportional reinsurance control and stochastic differential games
- Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models
- Stochastic differential game strategies in the presence of reinsurance and dividend payout
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- A stochastic differential game for quadratic-linear diffusion processes
- A stochastic differential reinsurance game
- The excess-of-loss reinsurance strategy selection game between an insurer and a reinsurer
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- Consumer strategy, vendor strategy and equilibrium in duopoly markets with production costs
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