A non-zero-sum stochastic differential game between two mean-variance insurers with inside information
DOI10.3934/JIMO.2022209OpenAlexW4312991661MaRDI QIDQ2691503FDOQ2691503
Authors: Fenge Chen, Zhiqiang He, Xingchun Peng 
Publication date: 29 March 2023
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2022209
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inside informationmean-variance criteriontime-consistent strategyinvestment-reinsurancenon-zero-sum game
Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) Optimal stochastic control (93E20) Financial and insurance mathematics (aspects of mathematics education) (97M30)
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