On optimal proportional reinsurance and investment in a Markovian regime-switching economy (Q1943015): Difference between revisions

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On optimal proportional reinsurance and investment in a Markovian regime-switching economy
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    On optimal proportional reinsurance and investment in a Markovian regime-switching economy (English)
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    14 March 2013
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    reinsurance
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    regime-switching economy
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    optimal investment
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    short-selling constraints
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