Stochastic differential portfolio games for an insurer in a jump-diffusion risk process

Xiang Lin*, Chunhong Zhang, Tak Kuen Siu

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

31 Citations (Scopus)

Fingerprint Dive into the research topics of 'Stochastic differential portfolio games for an insurer in a jump-diffusion risk process'. Together they form a unique fingerprint.

Mathematics

Business & Economics

Engineering & Materials Science