Pages that link to "Item:Q3393971"
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The following pages link to EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING (Q3393971):
Displayed 5 items.
- Optimal portfolios with regime switching and value-at-risk constraint (Q976262) (← links)
- Classical and singular stochastic control for the optimal dividend policy when there is regime switching (Q2276241) (← links)
- Funding and investment decisions in a stochastic defined benefit pension plan with regime switching (Q2393667) (← links)
- An HMM approach for optimal investment of an insurer (Q2864634) (← links)
- Optimal investment-reinsurance with dynamic risk constraint and regime switching (Q2868609) (← links)