A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market
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Publication:2074836
DOI10.1007/s00186-021-00760-yzbMath1485.91206OpenAlexW3208360086MaRDI QIDQ2074836
Rui Gao, Helu Xiao, Feimin Zhong, Yanfei Bai, Zhongbao Zhou
Publication date: 11 February 2022
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-021-00760-y
Hierarchical games (including Stackelberg games) (91A65) Differential games (aspects of game theory) (91A23) Applications of game theory (91A80) Actuarial mathematics (91G05)
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Cites Work
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