scientific article

DOI10.3969/J.ISSN.1001-4268.2016.02.004zbMATH Open1363.91047MaRDI QIDQ3180015

Peng Yang

Publication date: 6 January 2017

Title of this publication is not available (Why is that?)

zbMATH Keywords

inflationinvestmentlinear-quadratic controlreinsurancestochastic differential gamesmean-variance criterion

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Portfolio theory (91G10)

Related Items (1)

Stochastic differential game formulation on the reinsurance and investment problem

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