English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Tools annual

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools monthly

Global: Zendy Plus monthly

Presents the access of premium content as premium feature

Premium Content

Global: Zendy Plus annual

Global: Zendy Free Plan

This work develops an approximation procedure for a class of non-zero-sumstochastic differential investment and reinsurance games between two insurancecompanies. Both proportional reinsurance and excess-of loss reinsurancepolicies are considered. We develop numerical algorithms to obtain the Nashequilibrium by adopting the Markov chain approximation methodology and applyingthe dynamical programming principle for the nonlinear integro-differentialHamilton-Jacobi-Isaacs (HJI) equations. Furthermore, we establish theconvergence of the approximation sequences and the approximation to the valuefunctions. Numerical examples are presented to illustrate the applicability ofthe algorithms.

Approximation of A Class of Non-Zero-Sum Investment and Reinsurance Games for Regime-Switching Jump-Diffusion Models