A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market
type: Item
instance of: scholarly article
title: A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market
zbMATH Open document ID: 1485.91206
author: Yanfei Bai
author: Zhongbao Zhou
author: Helu Xiao
author: Rui Gao
author: Feimin Zhong
published in: Mathematical Methods of Operations Research
publication date: 2022-02-11T00:00:00Z
Mathematics Subject Classification ID: 91G05
Mathematics Subject Classification ID: 91A23
Mathematics Subject Classification ID: 91A65
Mathematics Subject Classification ID: 91A80
zbMATH DE Number: 7472336
zbMATH Keywords: stochastic Stackelberg differential game
zbMATH Keywords: reinsurance contract design
zbMATH Keywords: investment
zbMATH Keywords: default risk
zbMATH Keywords: delay
MaRDI profile type: Publication
full work available at URL: s00186-021-00760-y
OpenAlex ID: W3208360086
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DOI: 10.1007/S00186-021-00760-Y
description: scientific article; zbMATH DE number 7472336