Non-Zero-Sum Stochastic Differential Reinsurance Game and Optimal Asset Allocation with Restriction on Liquidity.

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Title: Non-Zero-Sum Stochastic Differential Reinsurance Game and Optimal Asset Allocation with Restriction on Liquidity.
Author: Xu, Chuan
Advisors: Negash Medhin, Chair
Yunan Liu, Member
Zhilin Li, Member
Tao Pang, Member
Zhilin Li, Graduate School Representative
Date: 2020-04-28
Degree: Doctor of Philosophy
Discipline: Operations Research
URI: https://www.lib.ncsu.edu/resolver/1840.20/37528


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