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Ning, Jin‐Zhuo
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Ning, Jin‐Zhuo
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Robust non-zero-sum investment and reinsurance game with default risk
by
Wang, Ning
,
Zhang, Nan
,
Jin, Zhuo
,
Qian, Linyi
Published in
Insurance, mathematics & economics
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Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints
by
Wang, Ning
,
Zhang, Nan
,
Jin, Zhuo
,
Qian, Linyi
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Insurance, mathematics & economics
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Relative Performance
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Non-Zero-Sum Stochastic Differential Game
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