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Non-zero-sum stochastic differential games on investment, consumption and proportional reinsurance - MaRDI portal

Non-zero-sum stochastic differential games on investment, consumption and proportional reinsurance (Q6536955)

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scientific article; zbMATH DE number 7846712
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Non-zero-sum stochastic differential games on investment, consumption and proportional reinsurance
scientific article; zbMATH DE number 7846712

    Statements

    Non-zero-sum stochastic differential games on investment, consumption and proportional reinsurance (English)
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    14 May 2024
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    investment
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    consumption
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    reinsurance
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    stochastic differential game
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    Nash equilibrium
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