Non-zero-sum stochastic differential reinsurance and investment games with default risk

Chao Deng, Xudong Zeng, Huiming Zhu. Non-zero-sum stochastic differential reinsurance and investment games with default risk. European Journal of Operational Research, 264(3):1144-1158, 2018. [doi]

Authors

Chao Deng

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Xudong Zeng

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Huiming Zhu

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