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]
@article{DengZZ18,
title = {Non-zero-sum stochastic differential reinsurance and investment games with default risk},
author = {Chao Deng and Xudong Zeng and Huiming Zhu},
year = {2018},
doi = {10.1016/j.ejor.2017.06.065},
url = {https://doi.org/10.1016/j.ejor.2017.06.065},
researchr = {https://researchr.org/publication/DengZZ18},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {264},
number = {3},
pages = {1144-1158},
}