Nonzero-sum stochastic differential reinsurance games with jump-diffusion processes (Q2025294)
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scientific article; zbMATH DE number 7347471
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonzero-sum stochastic differential reinsurance games with jump-diffusion processes |
scientific article; zbMATH DE number 7347471 |
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Nonzero-sum stochastic differential reinsurance games with jump-diffusion processes (English)
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11 May 2021
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Hamilton-Jacobi-Bellman equation
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stochastic differential game
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nonzero-sum reinsurance game
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jump-diffusion process
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0.9542161
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0.94684327
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0.9452126
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0.9316842
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0.9295081
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0.9291953
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0.92808926
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0.9275423
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