Robust asset-liability management games for n players under multivariate stochastic covariance models
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Robust asset-liability management games for \(n\) players under multivariate stochastic covariance models
Robust asset-liability management games for \(n\) players under multivariate stochastic covariance models
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Cited in
(6)- Non-zero-sum stochastic differential games for asset-liability management with stochastic inflation and stochastic volatility
- Robust mean-variance stochastic differential reinsurance and investment games under volatility risk and model uncertainty
- Robust asset-liability management games in a stochastic market with stochastic cash flows under HARA utility
- n -Agent reinsurance and investment games for mean-variance insurers under multivariate 4/2 stochastic covariance model
- Robust Nash equilibrium for asset-liability management games under money illusion and mean-reverting return
- A Stackelberg reinsurance-investment game on asset-liability management under CEV model
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