Non-zero-sum reinsurance games subject to ambiguous correlations
type: Item
instance of: scholarly article
title: Non-zero-sum reinsurance games subject to ambiguous correlations
zbMATH Open document ID: 1408.91104
author: Chi Seng Pun
author: Chi Chung Siu
author: Hoi Ying Wong
published in: Operations Research Letters
publication date: 2019-01-11T00:00:00Z
full work available at URL: http://hdl.handle.net/10220/41181
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91A05
Mathematics Subject Classification ID: 91A15
Mathematics Subject Classification ID: 91A23
Mathematics Subject Classification ID: 91A80
zbMATH DE Number: 7000206
zbMATH Keywords: reinsurance
zbMATH Keywords: non-zero-sum stochastic differential game
zbMATH Keywords: ambiguous correlation
zbMATH Keywords: $G$-Brownian motion
zbMATH Keywords: Hamiltonian-Jacobi-Bellman-Isaacs equation
zbMATH Keywords: Nash equilibrium
MaRDI profile type: Publication
OpenAlex ID: W2464425459
Wikidata QID: Q58980675
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DBLP publication ID: journals/orl/PunSW16
DOI: 10.1016/J.ORL.2016.06.004
description: scientific article; zbMATH DE number 7000206