Robust non-zero-sum stochastic differential reinsurance game
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Cites work
- A class of non-zero-sum stochastic differential investment and reinsurance games
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- Variance swap with mean reversion, multifactor stochastic volatility and jumps
Cited in
(35)- A hybrid stochastic differential reinsurance and investment game with bounded memory
- Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle
- Non-zero-sum reinsurance games subject to ambiguous correlations
- G-expected utility maximization with ambiguous equicorrelation
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