Time-Consistent Investment and Reinsurance Strategies for Mean–Variance Insurers in N-Agent and Mean-Field Games
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Publication:5877349
DOI10.1080/10920277.2021.2014891OpenAlexW4205835211MaRDI QIDQ5877349
Publication date: 10 February 2023
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2021.2014891
Mean field games and control (49N80) Actuarial mathematics (91G05) Hamilton-Jacobi equations in optimal control and differential games (49L12)
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