A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility (Q6163064)
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scientific article; zbMATH DE number 7697093
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility |
scientific article; zbMATH DE number 7697093 |
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A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility (English)
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16 June 2023
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equilibrium strategy
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FBSDEs
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mean-variance
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reinsurance
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non-zero-sum game
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