STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE
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Publication:5745199
DOI10.1017/asb.2017.35zbMath1390.91171OpenAlexW2793149742MaRDI QIDQ5745199
Yan Zeng, Shu-Min Chen, Hailiang Yang
Publication date: 5 June 2018
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2017.35
Hamilton-Jacobi-Bellman equationreinsuranceequilibrium strategygeneralized mean-variance premium principlenon-zero sum game
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