Robust investment and proportional reinsurance strategy with delay and jumps in a stochastic Stackelberg differential game (Q6643669)

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scientific article; zbMATH DE number 7949656
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Robust investment and proportional reinsurance strategy with delay and jumps in a stochastic Stackelberg differential game
scientific article; zbMATH DE number 7949656

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    Robust investment and proportional reinsurance strategy with delay and jumps in a stochastic Stackelberg differential game (English)
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    26 November 2024
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    Stackelberg differential game
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    equilibrium strategy
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    ambiguity
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    dealy
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    jump-diffusion
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