Stochastic Non-Zero Differential Game Between Two Insurers Under CEV (E-CEV) Model
This paper considers a stochastic non-zero-sum differential game between two competitive insurers. Both insurers are allowed to invest in one risk-free asset and one risky asset, whose price dynamics follow the constant elasticity of variance (CEV) model, specifically the extended CEV (E-CEV) model....
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2025-01-01
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| Series: | Journal of Mathematics |
| Online Access: | http://dx.doi.org/10.1155/jom/6936093 |
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