scientific article
From MaRDI portal
Publication:2824375
DOI10.3969/J.ISSN.1001-8395.2016.02.017zbMATH Open1363.91048MaRDI QIDQ2824375
Publication date: 6 October 2016
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Applications of optimal control and differential games (49N90) Stochastic games, stochastic differential games (91A15) Portfolio theory (91G10)
Related Items (7)
Stochastic differential portfolio games for an insurer in a jump-diffusion risk process ⋮ A Stackelberg reinsurance-investment game under Heston's stochastic volatility model ⋮ Mean field and \(n\)-insurers games for robust optimal reinsurance-investment in correlated markets ⋮ Stochastic differential reinsurance games with capital injections ⋮ Stochastic differential game formulation on the reinsurance and investment problem ⋮ Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty ⋮ Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model
This page was built for publication:
