Equilibrium strategies in a defined benefit pension plan game with regime switching

DOI10.1016/j.jmaa.2024.128576zbMath1544.91277MaRDI QIDQ6607339

Ming Yan, Xueyan Hao, Shuhua Zhang, Zhipeng Zhang

Publication date: 18 September 2024

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic differential gameshooting methodportfolio theoryregime-switchingpension fundingNash/Pareto equilibria

Mathematics Subject Classification ID

Applications of game theory (91A80) Stochastic games, stochastic differential games (91A15) Portfolio theory (91G10) Actuarial mathematics (91G05)

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