Table 3 The values of the financial market parameters
From: A Stackelberg reinsurance-investment game with derivatives trading
T | τ | \(r_{0}\) | η | κ | v̄ | \(\sigma _{1}\) | ρ | ξ | \(\sqrt{V_{0}}\) | \(\mathbb{P}\) | \(S_{1}(0)\) |
|---|---|---|---|---|---|---|---|---|---|---|---|
5 | 4 | 0.05 | 4 | 5 | \((0.13)^{2}\) | 0.25 | −0.4 | −6 | 0.15 | 2 | 2 |