Optimal reinsurance strategies in regime-switching jump diffusion models : stochastic differential game formulation and numerical methods
Zhuo Jin; G. Yin; Fuke Wu
| Year of publication: |
2013
|
|---|---|
| Authors: | Jin, Zhuo ; Yin, George ; Wu, Fuke |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 3, p. 733-746
|
| Subject: | Stochastic differential game | Reinsurance strategy | Regime switching | Markov chain approximation | Markov-Kette | Markov chain | Rückversicherung | Reinsurance | Stochastischer Prozess | Stochastic process | Stochastisches Spiel | Stochastic game | Spieltheorie | Game theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010227891