Stochastic differential reinsurance and investment games with delay under VaR constraints⋆ (Q6118259)
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scientific article; zbMATH DE number 7808609
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential reinsurance and investment games with delay under VaR constraints⋆ |
scientific article; zbMATH DE number 7808609 |
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Stochastic differential reinsurance and investment games with delay under VaR constraints⋆ (English)
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23 February 2024
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backward induction
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Karush-Kuhn-Tucker condition
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Nash equilibrium strategies
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VaR constraints
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stochastic differential delay games
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