Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models (Q2327617)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models |
scientific article |
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Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models (English)
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15 October 2019
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stochastic control
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non-zero-sum game
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investment
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reinsurance
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regime switching
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