A non-zero-sum stochastic differential game between two mean-variance insurers with inside information (Q2691503)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A non-zero-sum stochastic differential game between two mean-variance insurers with inside information |
scientific article |
Statements
A non-zero-sum stochastic differential game between two mean-variance insurers with inside information (English)
0 references
29 March 2023
0 references
investment-reinsurance
0 references
mean-variance criterion
0 references
inside information
0 references
non-zero-sum game
0 references
time-consistent strategy
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
