Pages that link to "Item:Q2223787"
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The following pages link to Stochastic differential reinsurance games in diffusion approximation models (Q2223787):
Displaying 13 items.
- Stochastic differential portfolio games for an insurer in a jump-diffusion risk process (Q1935921) (← links)
- Nonzero-sum stochastic differential reinsurance games with jump-diffusion processes (Q2025294) (← links)
- Stochastic differential reinsurance games with capital injections (Q2273971) (← links)
- Optimal non-proportional reinsurance control and stochastic differential games (Q2276206) (← links)
- Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models (Q2327617) (← links)
- Stochastic differential game strategies in the presence of reinsurance and dividend payout (Q2691341) (← links)
- Stochastic differential game formulation on the reinsurance and investment problem (Q2797662) (← links)
- A stochastic differential game for quadratic-linear diffusion processes (Q2963689) (← links)
- A stochastic differential reinsurance game (Q3578668) (← links)
- Stochastic differential reinsurance and investment games with delay under VaR constraints⋆ (Q6118259) (← links)
- Asymptotic analysis of a Stackelberg differential game for insurance under model ambiguity (Q6169660) (← links)
- Stackelberg differential game for insurance under model ambiguity: general divergence (Q6169666) (← links)
- Consumer strategy, vendor strategy and equilibrium in duopoly markets with production costs (Q6177268) (← links)