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Non-Zero-Sum Stochastic Differential Reinsurance and Investment Games with Default Risk
Chao Deng, Xudong Zeng, Huiming Zhu
Hunan University College of Business Administration Shanghai University of Finance and Economics
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经济 / 管理Insurance and Financial Risk Management
Stochastic processes and financial applications · Insurance, Mortality, Demography, Risk Management
参考文献 41
Stochastic Games for N Players
被引 83Alain Bensoussan, Jens Frehse · Journal of Optimization Theory and Applications · 2000
OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS
被引 163Gilles‐Edouard Espinosa, Nizar Touzi · Mathematical Finance · 2013
Aspects of Risk Theory
被引 647Jan Grandell · Springer series in statistics · 1991
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引用本文 4
Robust Equilibrium Excess-of-Loss Reinsurance and CDS Investment Strategies for a Mean-Variance Insurer with Ambiguity Aversion
被引 3Hui Zhao, Yang Shen, Yan Zeng · SSRN Electronic Journal · 2018
Competitive Insurance Pricing Strategies for Multiple Lines of Business: A Game Theoretic Approach
被引 1Fotios Mourdoukoutas, Athanasios A. Pantelous, Greg Taylor · SSRN Electronic Journal · 2022
Stochastic Non‐Zero Differential Game Between Two Insurers Under CEV (E‐CEV) Model
被引 0Winfrida Felix Mwigilwa · Journal of Mathematics · 2025
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