Non-zero-sum stochastic differential reinsurance and investment games with default risk
type: Item
instance of: scholarly article
title: Non-zero-sum stochastic differential reinsurance and investment games with default risk
zbMATH Open document ID: 1376.91098
author: Chao Deng
author: Xudong Zeng
author: Huiming Zhu
published in: European Journal of Operational Research
publication date: 2017-11-23T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91A15
Mathematics Subject Classification ID: 91A23
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6811986
zbMATH Keywords: decision analysis
zbMATH Keywords: game theory
zbMATH Keywords: default risk
zbMATH Keywords: reinsurance and investment
zbMATH Keywords: Heston volatility model
MaRDI profile type: Publication
full work available at URL: j.ejor.2017.06.065
OpenAlex ID: W3122956191
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DOI: 10.1016/J.EJOR.2017.06.065
description: scientific article; zbMATH DE number 6811986