Robust Nash equilibrium for defined contribution pension games with delay under multivariate stochastic covariance models
Huainian Zhu, Yumo Zhang
| Year of publication: |
2025
|
|---|---|
| Authors: | Zhu, Huainian ; Zhang, Yumo |
| Published in: |
Insurance : mathematics and economics. - Amsterdam : North Holland Publ. Co., ISSN 0167-6687, ZDB-ID 2010248-3. - Vol. 120.2025, p. 236-268
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| Subject: | Backward stochastic differential equation | Defined contribution pension | Delay | Model ambiguity | Nash equilibrium | Stochastic covariance model | Stochastic differential game | Theorie | Theory | Stochastischer Prozess | Stochastic process | Nash-Gleichgewicht | Stochastisches Spiel | Stochastic game | Korrelation | Correlation | Analysis | Mathematical analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2024.12.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015431897