Pages that link to "Item:Q6534455"
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The following pages link to Optimal reinsurance-investment problem under a CEV model: stochastic differential game formulation (Q6534455):
Displaying 3 items.
- Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty (Q2295327) (← links)
- Stochastic differential game formulation on the reinsurance and investment problem (Q2797662) (← links)
- Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model (Q5015999) (← links)