Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks

Jiaqi Zhu, Guohui Guan, Shenghong Li. Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks. J. Computational Applied Mathematics, 374:112737, 2020. [doi]

Abstract

Abstract is missing.