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Non-zero-sum stochastic differential games on investment, consumption and proportional reinsurance - MaRDI portal

Non-zero-sum stochastic differential games on investment, consumption and proportional reinsurance

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Publication:6536955

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DOI10.3934/jimo.2023154MaRDI QIDQ6536955

Qiyou Liu, Huai-nian Zhu, Ning Bin

Publication date: 14 May 2024

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

zbMATH Keywords

Nash equilibrium stochastic differential game investment consumption reinsurance

Mathematics Subject Classification ID

Applications of game theory (91A80) Stochastic games, stochastic differential games (91A15) Actuarial mathematics (91G05)

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