Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle.
Yu YuanKexin WangCaibin ZhangPublished in: Ann. Oper. Res. (2024)
Keyphrases
- computer games
- game based learning
- game playing
- game design
- educational games
- game play
- game theory
- risk aversion
- virtual world
- monte carlo
- video games
- serious games
- stochastic processes
- stochastic model
- nash equilibria
- stochastic optimization
- perfect information
- monte carlo tree search
- utility function
- pursuit evasion
- neural network
- quasi linear
- learning games
- portfolio selection
- nash equilibrium
- linear program
- dynamic programming
- multi objective