Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction
Man Li, Ying Huang, Ya Huang, Jieming Zhou
| Year of publication: |
2024
|
|---|---|
| Authors: | Li, Man ; Huang, Ying ; Huang, Ya ; Zhou, Jieming |
| Subject: | CDS | Common shock | Default contagion risk | Non-zero-sum stochastic differential game | Reinsurance | Kreditderivat | Credit derivative | Spieltheorie | Game theory | Schock | Shock | Stochastisches Spiel | Stochastic game | Rückversicherung | Kreditrisiko | Credit risk | Kreditversicherung | Credit insurance | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-024-00357-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015045572