The investment and reinsurance game of insurers and reinsurers with default risk under CEV model
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Publication:6181238
DOI10.1051/ro/2023112MaRDI QIDQ6181238
Lu Li, Zhijian Qiu, Wenjing Hao
Publication date: 22 January 2024
Published in: RAIRO - Operations Research (Search for Journal in Brave)
Nash equilibriumdefault riskCEV modelinvestment and reinsurance strategyHamilton-Jacobi-Bellman (HJB) equations
Applications of statistics to actuarial sciences and financial mathematics (62P05) Optimal stochastic control (93E20)
Cites Work
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