A Stackelberg reinsurance-investment game with derivatives trading (Q6161744)
From MaRDI portal
scientific article; zbMATH DE number 7703186
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Stackelberg reinsurance-investment game with derivatives trading |
scientific article; zbMATH DE number 7703186 |
Statements
A Stackelberg reinsurance-investment game with derivatives trading (English)
0 references
27 June 2023
0 references
stochastic Stackelberg differential game
0 references
reinsurance
0 references
investment
0 references
derivatives trading
0 references
stochastic volatility
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
