Reinsurance and investment for mean-variance stochastic differential games (Q2824375)
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scientific article; zbMATH DE number 6634970
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reinsurance and investment for mean-variance stochastic differential games |
scientific article; zbMATH DE number 6634970 |
Statements
6 October 2016
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mean-variance criterion
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stochastic differential games
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linear-quadratic control
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reinsurance
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investment
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Reinsurance and investment for mean-variance stochastic differential games (English)
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