A Stackelberg reinsurance-investment game under Heston's stochastic volatility model (Q2691386)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Stackelberg reinsurance-investment game under Heston's stochastic volatility model |
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A Stackelberg reinsurance-investment game under Heston's stochastic volatility model (English)
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29 March 2023
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Stackelberg stochastic differential game
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reinsurance and investment strategy
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mean-variance criterion
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relative performance
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