Optimal stochastic differential games with VaR constraints-Reference-Cited by-同舟云学术

Optimal stochastic differential games with VaR constraints

Published:2013 Issue:7 Volume:18 Page:1889-1907
ISSN:1553-524X
Container-title:Discrete & Continuous Dynamical Systems - B
language:en
Short-container-title:

Author:

Liu Jingzhen, ,Cedric Yiu Ka-Fai,

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

Applied Mathematics,Discrete Mathematics and Combinatorics

Reference24 articles.

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4. Risk and return: Underwriting, investment and leverage probability of surplus drawdown and pricing for underwriting and investment risk,;R. Bingham;in,2000

5. "Risk Management in the Insurance Industry and Solvency II,";S. Bouma;European Survey,2006

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