A two-layer stochastic differential investment and reinsurance game with default risk under the bi-fractional Brownian motion environment
DOI10.1002/MMA.8239zbMATH Open1543.91037MaRDI QIDQ6551480
Publication date: 7 June 2024
Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)
Nash equilibriumdefault riskStackelberg gamebi-fractional Brownian motioninvestment and reinsurance strategy
Stochastic models in economics (91B70) Fractional derivatives and integrals (26A33) General equilibrium theory (91B50) Risk models (general) (91B05)
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