A hybrid stochastic differential reinsurance and investment game with bounded memory
Yanfei Bai, Zhongbao Zhou, Helu Xiao, Rui Gao, Feimin Zhong
| Year of publication: |
2022
|
|---|---|
| Authors: | Bai, Yanfei ; Zhou, Zhongbao ; Xiao, Helu ; Gao, Rui ; Zhong, Feimin |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 296.2022, 2 (16.1.), p. 717-737
|
| Subject: | Decision analysis | Delay | Investment | Reinsurance contract design | Stochastic differential games | Rückversicherung | Reinsurance | Spieltheorie | Game theory | Stochastisches Spiel | Stochastic game | Stochastischer Prozess | Stochastic process | Investition |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2021.04.046 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012663391