"Stochastic differential portfolio games for an insurer in a jump-diffusion ..."

Xiang Lin, Chunhong Zhang, Tak Kuen Siu (2012)

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DOI: 10.1007/S00186-011-0376-Z

access: closed

type: Journal Article

metadata version: 2020-03-03

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Xiang Lin, Chunhong Zhang, Tak Kuen Siu:
Stochastic differential portfolio games for an insurer in a jump-diffusion risk process. Math. Methods Oper. Res. 75(1): 83-100 (2012)

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