Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump–diffusion models

Document Details

Document Type
Pub Defense Publication
Publication Date
May 01, 2019
Source ID
10.1016/j.nahs.2019.01.002

Entities

People

  • Gang George Yin
  • Trang Bui
  • Xiang Cheng
  • Zhuo Jin

Organizations

  • Air Force Office of Scientific Research