Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods
type: Item
instance of: scholarly article
title: Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods
zbMATH Open document ID: 1290.91090
author: Zhuo Jin
author: Fuke Wu
author: G. Yin
published in: Insurance Mathematics \& Economics
publication date: 2014-06-23T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91A23
Mathematics Subject Classification ID: 91A15
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 6306918
zbMATH Keywords: stochastic differential game
zbMATH Keywords: reinsurance strategy
zbMATH Keywords: regime switching
zbMATH Keywords: Markov chain approximation
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2013.09.015
OpenAlex ID: W1979669625
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DOI: 10.1016/J.INSMATHECO.2013.09.015
description: scientific article; zbMATH DE number 6306918