A two-layer stochastic differential investment and reinsurance game with default risk under the bi-fractional Brownian motion environment (Q6551480)
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scientific article; zbMATH DE number 7861202
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A two-layer stochastic differential investment and reinsurance game with default risk under the bi-fractional Brownian motion environment |
scientific article; zbMATH DE number 7861202 |
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A two-layer stochastic differential investment and reinsurance game with default risk under the bi-fractional Brownian motion environment (English)
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7 June 2024
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bi-fractional Brownian motion
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default risk
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investment and reinsurance strategy
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Nash equilibrium
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Stackelberg game
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