Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reinsurance-investment game between two mean-variance insurers under model uncertainty |
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Reinsurance-investment game between two mean-variance insurers under model uncertainty (English)
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28 August 2020
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non-zero-sum stochastic differential game
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model ambiguity
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relative performance
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Nash equilibrium strategy
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mean-variance criterion
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