A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market

Yanfei Bai, Zhongbao Zhou, Helu Xiao, Rui Gao, Feimin Zhong. A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market. Math. Meth. of OR, 94(3):341-381, 2021. [doi]

Abstract

Abstract is missing.