Non-Zero-Sum Stochastic Differential Reinsurance Game and Optimal Asset Allocation with Restriction on Liquidity.
| 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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|---|---|---|---|
| etd.pdf | 1.640Mb |
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