Stochastic differential reinsurance games with capital injections
Nan Zhang, Zhuo Jin, Linyi Qian, Kun Fan
| Year of publication: |
2019
|
|---|---|
| Authors: | Zhang, Nan ; Jin, Zhuo ; Qian, Linyi ; Fan, Kun |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 88.2019, p. 7-18
|
| Subject: | Stochastic differential game | Reflected process | Nash equilibrium | Quasi-variational inequality | Singular control | Stochastisches Spiel | Stochastic game | Spieltheorie | Game theory | Nash-Gleichgewicht | Rückversicherung | Reinsurance | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2019.05.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012105353