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zbMath1399.91043MaRDI QIDQ3175929

Zhiping Chen, Zongqi Sun

Publication date: 18 July 2018

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential game model risk proportional reinsurance investment strategies HJBI equation capital injection-threshold dividend

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)

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