On optimal proportional reinsurance and investment in a Markovian regime-switching economy (Q1943015): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:17, 5 March 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
