Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks.
Jiaqi ZhuGuohui GuanShenghong LiPublished in: J. Comput. Appl. Math. (2020)
Keyphrases
- game theory
- stochastic games
- nash equilibria
- boolean games
- decision making
- financial crisis
- repeated games
- nash equilibrium
- games with incomplete information
- game theoretic
- learning automata
- game playing
- stock price
- educational games
- computer games
- perfect information
- optimal strategy
- investment strategies
- risk management
- cooperative
- video games
- incomplete information
- stock market
- resource allocation
- serious games
- stock index futures
- financial institutions
- virtual world
- monte carlo
- long run
- game play
- multiagent reinforcement learning
- pure strategy
- chinese stock market
- game design
- multi agent