A reinsurance and investment game between two insurance companies with the different opinions about some extra information (Q2364007)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A reinsurance and investment game between two insurance companies with the different opinions about some extra information |
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A reinsurance and investment game between two insurance companies with the different opinions about some extra information (English)
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17 July 2017
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non-zero-sum stochastic differential game
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enlargement of filtration
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Hamilton-Jacobi-Bellman equations
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relative performance
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Nash equilibrium
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