Robust non-zero-sum stochastic differential reinsurance game
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Publication:320290
DOI10.1016/j.insmatheco.2016.02.007zbMath1369.91094OpenAlexW2311735524WikidataQ58980736 ScholiaQ58980736MaRDI QIDQ320290
Publication date: 6 October 2016
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://hdl.handle.net/10356/81378
Nash equilibriummodel uncertaintyreinsuranceHamiltonian-Jacobi-Bellman-Isaacs equationnon-zero-sum stochastic differential gamerelative performance concerns
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