Pages that link to "Item:Q6163064"
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The following pages link to A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility (Q6163064):
Displaying 3 items.
- Stochastic differential portfolio games for an insurer in a jump-diffusion risk process (Q1935921) (← links)
- On a class of non-zero-sum stochastic differential dividend games with regime switching (Q2242076) (← links)
- Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks (Q2306384) (← links)
