On optimal proportional reinsurance and investment in a Markovian regime-switching economy (Q1943015): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 16:53, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On optimal proportional reinsurance and investment in a Markovian regime-switching economy |
scientific article |
Statements
On optimal proportional reinsurance and investment in a Markovian regime-switching economy (English)
0 references
14 March 2013
0 references
reinsurance
0 references
regime-switching economy
0 references
optimal investment
0 references
short-selling constraints
0 references
