Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model (Q6170565)
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scientific article; zbMATH DE number 7711815
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model |
scientific article; zbMATH DE number 7711815 |
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Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model (English)
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13 July 2023
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investment and proportional reinsurance
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stochastic differential game
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delay
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CEV model
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Nash equilibrium
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