2 results
A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility
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- Journal:
- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 2 / April 2023
- Published online by Cambridge University Press:
- 02 November 2022, pp. 491-517
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MEAN–VARIANCE EQUILIBRIUM ASSET-LIABILITY MANAGEMENT STRATEGY WITH COINTEGRATED ASSETS
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- Journal:
- The ANZIAM Journal / Volume 62 / Issue 2 / April 2020
- Published online by Cambridge University Press:
- 06 November 2020, pp. 209-234
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