A two-layer stochastic differential investment and reinsurance game with default risk under the bi-fractional Brownian motion environment
type: Item
instance of: scholarly article
title: A two-layer stochastic differential investment and reinsurance game with default risk under the bi-fractional Brownian motion environment
zbMATH Open document ID: 1543.91037
author: Wenjing Hao
author: Zhijian Qiu
published in: Mathematical Methods in the Applied Sciences
publication date: 2024-06-07T00:00:00Z
Mathematics Subject Classification ID: 91B05
Mathematics Subject Classification ID: 91B70
Mathematics Subject Classification ID: 91B50
Mathematics Subject Classification ID: 26A33
zbMATH DE Number: 7861202
zbMATH Keywords: bi-fractional Brownian motion
zbMATH Keywords: default risk
zbMATH Keywords: investment and reinsurance strategy
zbMATH Keywords: Nash equilibrium
zbMATH Keywords: Stackelberg game
MaRDI profile type: Publication
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DOI: 10.1002/MMA.8239
description: scientific article; zbMATH DE number 7861202