Pages that link to "Item:Q2327617"

The following pages link to Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models (Q2327617):

Displaying 8 items.

• A class of non-zero-sum stochastic differential investment and reinsurance games (Q466272) (← links)
• Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods (Q2015641) (← links)
• On a class of non-zero-sum stochastic differential dividend games with regime switching (Q2242076) (← links)
• Optimal investment-reinsurance policy with stochastic interest and inflation rates (Q2298524) (← links)
• A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253) (← links)
• Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process (Q6114645) (← links)
• Optimal reinsurance and investment problem with multiple risky assets and correlation risk for an insurer under the Ornstein-Uhlenbeck model (Q6541109) (← links)
• Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction (Q6594800) (← links)