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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.02.005 / rank
 
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Latest revision as of 20:40, 13 July 2024

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Optimal investment and reinsurance for an insurer under Markov-modulated financial market
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    Optimal investment and reinsurance for an insurer under Markov-modulated financial market (English)
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    24 May 2017
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    optimal investment
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    reinsurance
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    Markov modulated risk model
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    HJB equation
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    ruin probability
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