Optimal reinsurance strategies in regime-switching jump diffusion models: Stochastic differential game formulation and numerical methods

✍ Scribed by Jin, Zhuo; Yin, G.; Wu, Fuke

• Book ID: 122189092
• Publisher: Elsevier Science
• Year: 2013
• Tongue: English
• Weight: 566 KB
• Volume: 53
• Category: Article
• ISSN: 0167-6687
• DOI: 10.1016/j.insmatheco.2013.09.015