Robust non-zero-sum investment and reinsurance game with default risk
Ning Wang, Nan Zhang, Zhuo Jin, Linyi Qian
| Year of publication: |
2019
|
|---|---|
| Authors: | Wang, Ning ; Zhang, Nan ; Jin, Zhuo ; Qian, Linyi |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 84.2019, p. 115-132
|
| Subject: | Non-zero-sum stochastic differential game | Relative performance | Nash equilibrium | Model ambiguity | Default risk | Nash-Gleichgewicht | Kreditrisiko | Credit risk | Rückversicherung | Reinsurance | Spieltheorie | Game theory | Stochastisches Spiel | Stochastic game | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2018.09.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011990456