Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure

DOI10.1016/j.ejor.2023.12.035MaRDI QIDQ6554617

Yu Yuan, Caibin Zhang, Zhibin Liang

Publication date: 13 June 2024

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

stochastic processesinvestment and reinsurancenon-zero-sum stochastic differential gametime-consistentthinning dependence

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

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