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The investment and reinsurance game of insurers and reinsurers with default risk under CEV model - MaRDI portal

The investment and reinsurance game of insurers and reinsurers with default risk under CEV model (Q6181238)

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scientific article; zbMATH DE number 7792467
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English
The investment and reinsurance game of insurers and reinsurers with default risk under CEV model
scientific article; zbMATH DE number 7792467

    Statements

    title
    The investment and reinsurance game of insurers and reinsurers with default risk under CEV model (English)
    0 references
    DOI
    10.1051/ro/2023112
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    author
    Wenjing Hao
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    Zhijian Qiu
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    Lu Li
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    publication date
    22 January 2024
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    Mathematics Subject Classification ID
    62P05
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    91B30
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    93E20
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    zbMATH DE Number
    7792467
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    zbMATH Keywords
    investment and reinsurance strategy
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    Nash equilibrium
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    CEV model
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    Hamilton-Jacobi-Bellman (HJB) equations
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    default risk
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    cites work
     
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