Risk-based optimal investment and proportional reinsurance of an insurer with hidden regime switching (Q517215): Difference between revisions

@@ Property / author @@
-Hu, Yijun
@@ Property / author: Hu, Yijun / rank @@
-Normal rank
@@ Property / author @@
-Hu, Yijun
@@ Property / author: Hu, Yijun / rank @@
-Normal rank
@@ Property / author @@
+Hu, Yijun
@@ Property / author: Hu, Yijun / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10255-016-0602-9
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+W2514671150
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+Coherent Measures of Risk
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+Portfolio optimization with unobservable Markov-modulated drift process
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+PORTFOLIO OPTIMIZATION WITH JUMPS AND UNOBSERVABLE INTENSITY PROCESS
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+A BSDE approach to risk-based asset allocation of pension funds with regime switching
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+A BSDE Approach to Optimal Investment of an Insurer with Hidden Regime Switching
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+On optimal proportional reinsurance and investment in a Markovian regime-switching economy
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+Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model
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@@ links / mardi / name / links / mardi / name @@
+Publication:517215