Open AccessA Stackelberg reinsurance-investment game under Heston's stochastic volatility model
Author(s) -
Guoyong Zhou,
Zhijian Qiu,
Sheng Li
Publication year - 2022
Publication title -
journal of industrial and management optimization
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2022133
Subject(s) - reinsurance , stackelberg competition , differential game , hamilton–jacobi–bellman equation , stochastic volatility , volatility (finance) , mathematical economics , economics , variance (accounting) , investment strategy , mathematical optimization , computer science , mathematics , bellman equation , econometrics , microeconomics , actuarial science , profit (economics) , accounting
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