A hybrid stochastic differential reinsurance and investment game with bounded memory
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Publication:2242320
DOI10.1016/j.ejor.2021.04.046zbMath1490.91167arXiv1910.09834OpenAlexW3163927957MaRDI QIDQ2242320
Helu Xiao, Zhongbao Zhou, Yanfei Bai, Feimin Zhong, Rui Gao
Publication date: 9 November 2021
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.09834
Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Portfolio theory (91G10) Actuarial mathematics (91G05)
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