Robust non-zero-sum stochastic differential reinsurance game (Q320290)
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scientific article; zbMATH DE number 6633927
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust non-zero-sum stochastic differential reinsurance game |
scientific article; zbMATH DE number 6633927 |
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Robust non-zero-sum stochastic differential reinsurance game (English)
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6 October 2016
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reinsurance
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non-zero-sum stochastic differential game
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relative performance concerns
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model uncertainty
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Hamiltonian-Jacobi-Bellman-Isaacs equation
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Nash equilibrium
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