Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure (Q6554617)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure |
scientific article; zbMATH DE number 7864400
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure |
scientific article; zbMATH DE number 7864400 |
Statements
Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure (English)
0 references
13 June 2024
0 references
stochastic processes
0 references
thinning dependence
0 references
non-zero-sum stochastic differential game
0 references
investment and reinsurance
0 references
time-consistent
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
