Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks
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Publication:6152708
DOI10.1016/J.INSMATHECO.2023.11.004OpenAlexW4389045273MaRDI QIDQ6152708FDOQ6152708
Authors:
Publication date: 13 February 2024
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2023.11.004
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- scientific article; zbMATH DE number 7156564
Actuarial mathematics (91G05) Applications of game theory (91A80) Stochastic games, stochastic differential games (91A15)
Cites Work
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